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Related papers: The Cutoff Phenomenon for Random Birth and Death C…

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The cutoff phenomenon describes a case where a Markov chain exhibits a sharp transition in its convergence to stationarity. In 1996, Diaconis surveyed this phenomenon, and asked how one could recognize its occurrence in families of finite…

Probability · Mathematics 2008-10-06 Jian Ding , Eyal Lubetzky , Yuval Peres

The cutoff phenomenon describes a sharp transition in the convergence of a family of ergodic finite Markov chains to equilibrium. Many natural families of chains are believed to exhibit cutoff, and yet establishing this fact is often…

Probability · Mathematics 2019-12-19 Eyal Lubetzky , Allan Sly

In this paper we present, in the context of Diaconis' paradigm, a general method to detect the cutoff phenomenon. We use this method to prove cutoff in a variety of models, some already known and others not yet appeared in literature,…

Mathematical Physics · Physics 2015-05-27 Carlo Lancia , Francesca R. Nardi , Benedetto Scoppola

This paper gives a necessary and sufficient condition for a sequence of birth and death chains to converge abruptly to stationarity, that is, to present a cut-off. The condition involves the notions of spectral gap and mixing time. Y. Peres…

Probability · Mathematics 2007-05-23 Persi Diaconis , Laurent Saloff-Coste

We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…

Probability · Mathematics 2012-09-25 Harry Crane , Steven P. Lalley

The cutoff phenomenon for an ergodic Markov chain describes a sharp transition in the convergence to its stationary distribution, over a negligible period of time, known as cutoff window. We study the cutoff phenomenon for simple random…

Combinatorics · Mathematics 2014-07-10 Ali Pourmiri , Thomas Sauerwald

A finite ergodic Markov chain is said to exhibit cutoff if its distance to stationarity remains close to 1 over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Discovered in the context of card…

Probability · Mathematics 2015-04-10 Anna Ben-Hamou , Justin Salez

Let $P$ be a bistochastic matrix of size $n$, and let $\Pi$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=P\Pi$. In other words, the chain…

Probability · Mathematics 2021-06-17 Anna Ben-Hamou , Yuval Peres

We investigate a quadratic dynamical system known as nonlinear recombinations. This system models the evolution of a probability measure over the Boolean cube, converging to the stationary state obtained as the product of the initial…

Probability · Mathematics 2024-10-07 Pietro Caputo , Cyril Labbé , Hubert Lacoin

For birth and death chains, we derive bounds on the spectral gap and mixing time in terms of birth and death rates. Together with the results of Ding et al. in 2010, this provides a criterion for the existence of a cutoff in terms of the…

Probability · Mathematics 2013-04-17 Guan-Yu Chen , Laurent Saloff-Coste

Earlier work by Diaconis and Saloff-Coste gives a spectral criterion for a maximum separation cutoff to occur for birth and death chains. Ding, Lubetzky and Peres gave a related criterion for a maximum total variation cutoff to occur in the…

Probability · Mathematics 2015-02-03 Guan-Yu Chen , Laurent Saloff-Coste

In this article, we prove the cutoff phenomenon for a general class of the discrete-time nonlinear recombination models. This system models the evolution of a probability measure on a finite product space $S^n$ representing the state of…

Probability · Mathematics 2025-10-14 Junho Kim , Insuk Seo

How fast a state of a system converges to a stationary state is one of the fundamental questions in science. Some Markov chains and random walks on finite groups are known to exhibit the non-asymptotic convergence to a stationary…

Quantum Physics · Physics 2024-02-01 Sangchul Oh , Sabre Kais

Given a reversible Markov chain $P_n$ on $n$ states, and another chain $\tilde{P}_n$ obtained by perturbing each row of $P_n$ by at most $\alpha_n$ in total variation, we study the total variation distance between the two stationary…

Probability · Mathematics 2021-03-16 Daniel Vial , Vijay Subramanian

We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez

We derive upper and lower bounds on the convergence behavior of certain classes of one-parameter quantum dynamical semigroups. The classes we consider consist of tensor product channels and of channels with commuting Liouvillians. We…

Quantum Physics · Physics 2012-02-03 Michael J. Kastoryano , David Reeb , Michael M. Wolf

The cutoff phenomenon was recently shown to systematically follow from non-negative curvature and the product condition, for all Markov diffusions. The proof crucially relied on a classical \emph{chain rule} satisfied by the carr\'e du…

Probability · Mathematics 2025-01-23 Francesco Pedrotti , Justin Salez

We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…

Probability · Mathematics 2021-05-25 Bob Hough , Yunjiang Jiang

Given a sequence $(\mathfrak{X}_i, \mathscr{K}_i)_{i=1}^\infty$ of Markov chains, the cut-off phenomenon describes a period of transition to stationarity which is asymptotically lower order than the mixing time. We study mixing times and…

Number Theory · Mathematics 2021-05-25 Bob Hough

We consider families of discrete time birth and death chains on trees, and show that in presence of a drift towards the root of the tree, the chains exhibit cut-off behavior along the drift and escape behavior in the opposite direction.

Probability · Mathematics 2011-02-11 Olivier Bertoncini
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