Separation cut-offs for birth and death chains

DOI10.1214/105051606000000501zbMath1127.60081arXivmath/0702411MaRDI QIDQ997420

Laurent Saloff-Coste, Persi Diaconis

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702411

zbMATH Keywords

mixing time; ergodic Markov chains; strong stationary time; birth and death chains

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

60B10: Convergence of probability measures

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

Skip-free Markov chains, Analysis of non-reversible Markov chains via similarity orbits, Comparison of Cutoffs Between Lazy Walks and Markovian Semigroups, Antiduality and Möbius monotonicity: generalized coupon collector problem, Cutoff for the averaging process on the hypercube and complete bipartite graphs, Reflection couplings and contraction rates for diffusions, The cutoff phenomenon for Ehrenfest chains, Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations, Strong stationary duality for diffusion processes, Separation cutoffs for random walk on irreducible representations, Entropy-driven cutoff phenomena, On times to quasi-stationarity for birth and death processes, The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof, Total variation cutoff in birth-and-death chains, Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability, Cut-off for \(n\)-tuples of exponentially converging processes, Gibbs sampling, exponential families and orthogonal polynomials, Commutation relations and Markov chains, No cut-off phenomenon for the ``Insect Markov chain, An interruptible algorithm for perfect sampling via Markov chains, Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space, Cutoff at the ``entropic time for sparse Markov chains, Hitting time and mixing time bounds of Stein's factors, Existence condition of strong stationary times for continuous time Markov chains on discrete graphs, Hitting time distributions for denumerable birth and death processes, Cutoff for the Ising model on the lattice, On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs, Mixing times for the commuting chain on CA groups, On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations, Explicit criteria on separation cutoff for birth and death chains, The \(L^{2}\)-cutoff for reversible Markov processes, Abrupt convergence and escape behavior for birth and death chains, Spectral computations for birth and death chains, Quantitative contraction rates for Markov chains on general state spaces, Separation cutoff for upward skip-free chains, Random doubly stochastic tridiagonal matrices, The cutoff phenomenon for random birth and death chains, On absorption times and Dirichlet eigenvalues

Cites Work

• Strong stationary times via a new form of duality
• Strong uniform times and finite random walks
• Strong stationary duality for continuous-time Markov chains. I: Theory
• Markov chain models - rarity and exponentiality
• What do we know about the Metropolis algorithm?
• Rates of convergence of random walk on distance regular graphs
• Comparison techniques for random walk on finite groups
• The nearest neighbor random walk on subspaces of a vector space and rate of convergence
• An inverse problem in birth and death processes
• Logarithmic Sobolev inequalities for finite Markov chains
• Identifying Coefficients in the Spectral Representation for First Passage Time Distributions
• Shuffling Cards and Stopping Times
• Generating a random permutation with random transpositions
• Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
• The cutoff phenomenon in finite Markov chains.
• Ehrenfest urn models
• A Note on the Theory of Moment Generating Functions
• On mixing of certain random walks, cutoff phenomenon and sharp threshold of random matroid processes
• Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item