English
Related papers

Related papers: Computing cutoff times of birth and death chains

200 papers

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

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

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

We make a connection between the continuous time and lazy discrete time Markov chains through the comparison of cutoffs and mixing time in total variation distance. For illustration, we consider finite birth and death chains and provide a…

Probability · Mathematics 2013-04-18 Guan-Yu Chen , Laurent Saloff-Coste

An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…

Probability · Mathematics 2015-04-01 Agnes Coquio

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

The cutoff phenomenon describes the case when an abrupt transition occurs in the convergence of a Markov chain to its equilibrium measure. There are various metrics which can be used to measure the distance to equilibrium, each of which…

Probability · Mathematics 2018-01-29 Jonathan Hermon , Hubert Lacoin , Yuval Peres

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

For any distribution $\pi$ with support equal to $[n] = \{1, 2,..., n \}$, we study the set $\mathcal{A}_{\pi}$ of tridiagonal stochastic matrices $K$ satisfying $\pi(i) K[i,j] = \pi(j) K[j,i]$ for all $i, j \in [n]$. These matrices…

Probability · Mathematics 2012-12-27 Aaron Smith

We construct a family of trees on which a lazy simple random walk exhibits total variation cutoff. The main idea behind the construction is that hitting times of large sets should be concentrated around their means. For this sequence of…

Probability · Mathematics 2013-07-11 Yuval Peres , Perla Sousi

We survey recent results concerning the total-variation mixing time of the simple exclusion process on the segment (symmetric and asymmetric) and a continuum analog, the simple random walk on the simplex with an emphasis on cutoff results.…

Probability · Mathematics 2021-11-15 Hubert Lacoin

In this article, we consider products of ergodic Markov chains and discuss their cutoffs in the total variation. Through a new inequality relating the total variation and the Hellinger distance, we may identify the total variation cutoffs…

Probability · Mathematics 2017-02-13 Guan-Yu Chen , Takashi Kumagai

We analyze a Markov chain, known as the product replacement chain, on the set of generating $n$-tuples of a fixed finite group $G$. We show that as $n \rightarrow \infty$, the total-variation mixing time of the chain has a cutoff at time…

Probability · Mathematics 2018-05-15 Yuval Peres , Ryokichi Tanaka , Alex Zhai

This paper explores the mixing time of the random transposition walk on permutations with one-sided interval restrictions. In particular, we're interested in the notion of cutoff, a phenomenon which occurs when mixing occurs in a window of…

Probability · Mathematics 2012-02-23 Olena Blumberg

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 find Gaussian cutoff profiles for the total variation distance to stationarity of a random walk on a multiplex network: a finite number of directed configuration models sharing a vertex set, each with its own bounded degree distribution…

Probability · Mathematics 2024-03-19 John Fernley , Balázs Gerencsér

We study mixing times of the symmetric and asymmetric simple exclusion process on the segment where particles are allowed to enter and exit at the endpoints. We consider different regimes depending on the entering and exiting rates as well…

Probability · Mathematics 2022-05-03 Nina Gantert , Evita Nestoridi , Dominik Schmid

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

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 the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

Probability · Mathematics 2021-10-18 Yacov Satin , Rostislav Razumchik , Alexander Zeifman , Ivan Kovalev
‹ Prev 1 2 3 10 Next ›