Explicit criteria on separation cutoff for birth and death chains

Yonghua MAO, Yuhui ZHANG

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PDF(158 KB)
Front. Math. China ›› 2014, Vol. 9 ›› Issue (4) : 881-898. DOI: 10.1007/s11464-014-0380-8
RESEARCH ARTICLE
RESEARCH ARTICLE

Explicit criteria on separation cutoff for birth and death chains

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Abstract

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.

Keywords

Separation cutoff / birth and death chain / hitting time / fastest strong stationary time (FSST) / eigenvalue / stochastic monotonicity / duality / boundary theory

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Yonghua MAO, Yuhui ZHANG. Explicit criteria on separation cutoff for birth and death chains. Front. Math. China, 2014, 9(4): 881‒898 https://doi.org/10.1007/s11464-014-0380-8

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2014 Higher Education Press and Springer-Verlag Berlin Heidelberg
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