Explicit criteria on separation cutoff for birth and death chains
Yonghua MAO, Yuhui ZHANG
Explicit criteria on separation cutoff for birth and death chains
The criteria on separation cutoff for birth and death chains were obtained by Diaconis and Saloff-Coste in 2006. These criteria are involving all eigenvalues. In this paper, we obtain the explicit criterion, which depends only on the birth and death rates. Furthermore, we present two ways to estimate moments of the fastest strong stationary time and then give another but equivalent criterion explicitly.
Separation cutoff / birth and death chain / hitting time / fastest strong stationary time (FSST) / eigenvalue / stochastic monotonicity / duality / boundary theory
[1] |
Aldous D, Diaconis P. Strong uniform times and finite random walks. Adv in Appl Math, 1987, 8(1): 69-97
CrossRef
Google scholar
|
[2] |
Aldous D, Fill J A. Reversible Markov Chains and Random Walks on Graphs. www.berkeley.edu/users/aldous/book.html, 2003
|
[3] |
Billingsley P. Probability and Measures. 3rd ed. New York: Wiley, 1995
|
[4] |
Chen M F. From Markov Chains to Non-Equilibrium Particle Systems. 2nd ed. Singapore: World Scientific, 2004
|
[5] |
Chen M F. Speed of stability for birth-death processes. Front Math China, 2010, 5(3): 379-515
CrossRef
Google scholar
|
[6] |
Diaconis P. The cutoff phenomenon in finite Markov chains. Proc Natl Acad Sci USA, 1996, 93(4): 1659-1664
CrossRef
Google scholar
|
[7] |
Diaconis P, Fill J A. Strong stationary times via a new form of duality. Ann Probab, 1990, 18: 1483-1522
CrossRef
Google scholar
|
[8] |
Diaconis P, Saloff-Coste L. What do we know about the Metropolis algorithm. J Comput System Sci, 1998, 57: 20-36
CrossRef
Google scholar
|
[9] |
Diaconis P, Saloff-Coste L. Separation cut-offs for birth and death chains. Ann Appl Probab, 2006, 16(4): 2098-2122
CrossRef
Google scholar
|
[10] |
Feller W. An Introduction to Probability Theory and Its Applications, II. 2nd ed. New York: Wiley, 1971
|
[11] |
Fill J A. Strong stationary duality for continuous-time Markov chains, Part I: theory. J Theoret Probab, 1992, 5(1): 45-69
CrossRef
Google scholar
|
[12] |
Gong Y, Mao Y H, Zhang C. Hitting time distribution for a denumerable birth-death process. J Theoret Probab, 2012, 25: 950-980
CrossRef
Google scholar
|
[13] |
Levin D A, Peres Y, Wilmer E L. Markov Chains and Mixing Times.Providence: Amer Math Sos, 2008
|
[14] |
Mao Y H. Algebraic convergence for discrete-time ergodic Markov chains. Science in China (Series A), 2003, 46(5): 621-630
CrossRef
Google scholar
|
[15] |
Mao Y H. Ergodic degrees for continuous-time Markov chains. Sci China Ser A, 2004, 47(2): 161-174
CrossRef
Google scholar
|
[16] |
Mao Y H. The eigentime identity for ergodic Markov chains. J Appl Probab, 2004, 41(4): 1071-1080
CrossRef
Google scholar
|
[17] |
Mao Y H. Convergence rates for reversible Markov chains without the assumption of nonnegative definite matrices. Sci China Math, 2010, 53(8): 1979-1988
CrossRef
Google scholar
|
/
〈 | 〉 |