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Related papers: Cutoffs for product chains

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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 article, we consider products of random walks on finite groups with moderate growth and discuss their cutoffs in the total variation. Based on several comparison techniques, we are able to identify the total variation cutoff of…

Probability · Mathematics 2017-05-01 Guan-Yu Chen , Takashi Kumagai

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

A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the…

Probability · Mathematics 2018-01-19 Riddhipratim Basu , Jonathan Hermon , Yuval Peres

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

We show that computing the total variation distance between two product distributions is $\#\mathsf{P}$-complete. This is in stark contrast with other distance measures such as Kullback-Leibler, Chi-square, and Hellinger, which tensorize…

Computational Complexity · Computer Science 2024-05-15 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

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 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

Labelled Markov chains (LMCs) are widely used in probabilistic verification, speech recognition, computational biology, and many other fields. Checking two LMCs for equivalence is a classical problem subject to extensive studies, while the…

Logic in Computer Science · Computer Science 2014-05-16 Taolue Chen , Stefan Kiefer

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

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 introduce a general class of distances (metrics) between Markov chains, which are based on linear behaviour. This class encompasses distances given topologically (such as the total variation distance or trace distance) as well as by…

Formal Languages and Automata Theory · Computer Science 2016-06-27 Przemysław Daca , Thomas A. Henzinger , Jan Křetínský , Tatjana Petrov

Let $(X_t)_{t = 0 }^{\infty}$ be an irreducible reversible discrete time Markov chain on a finite state space $\Omega $. Denote its transition matrix by $P$. To avoid periodicity issues (and thus ensuring convergence to equilibrium) one…

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

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

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

We investigate the mixing properties of a finite Markov chain in random environment defined as a mixture of a deterministic chain and a chain whose state space has been permuted uniformly at random. This work is the counterpart of a…

Probability · Mathematics 2024-02-07 Bastien Dubail

We prove results on the decidability and complexity of computing the total variation distance (equivalently, the $L_1$-distance) of hidden Markov models (equivalently, labelled Markov chains). This distance measures the difference between…

Formal Languages and Automata Theory · Computer Science 2018-04-18 Stefan Kiefer

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 state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR3407208} but, compared to this paper, the exact coupling…

Statistics Theory · Mathematics 2019-07-08 Antoine Havet , Matthieu Lerasle , Eric Moulines , Elodie Vernet

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

Probability · Mathematics 2025-08-29 Justin Salez
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