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 has observed that for many families of Markov chains, there is a cut-off if and only if the product of spectral gap and mixing time tends to infinity. We establish this for arbitrary birth and death chains in continuous time when the convergence is measured in separation and the chains all start at 0.
Publié le : 2006-11-14
Classification:
Ergodic Markov chains,
birth and death chains,
mixing time,
strong stationary time,
60B10,
60J05,
60J27
@article{1169065218,
author = {Diaconis, Persi and Saloff-Coste, Laurent},
title = {Separation cut-offs for birth and death chains},
journal = {Ann. Appl. Probab.},
volume = {16},
number = {1},
year = {2006},
pages = { 2098-2122},
language = {en},
url = {http://dml.mathdoc.fr/item/1169065218}
}
Diaconis, Persi; Saloff-Coste, Laurent. Separation cut-offs for birth and death chains. Ann. Appl. Probab., Tome 16 (2006) no. 1, pp. 2098-2122. http://gdmltest.u-ga.fr/item/1169065218/