Entropy-driven cutoff phenomena

DOI10.1007/S10955-012-0584-9MaRDI QIDQ690635zbMATH OpenOpenAlexFDO

Authors Carlo Lancia, Francesca Romana Nardi, Benedetto Scoppola

Publication date 28 November 2012

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.4517

zbMATH Keywords

cutoffhitting timebirth-and-death chainfinite ergodic Markov chainpartially-diffusive random walk

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: In this paper we present, in the context of Diaconis' paradigm, a general method to detect the cutoff phenomenon. We use this method to prove cutoff in a variety of models, some already known and others not yet appeared in literature, including a chain which is non-reversible w.r.t. its stationary measure. All the given examples clearly indicate that a drift towards the opportune quantiles of the stationary measure could be held responsible for this phenomenon. In the case of birth- and-death chains this mechanism is fairly well understood; our work is an effort to generalize this picture to more general systems, such as systems having stationary measure spread over the whole state space or systems in which the study of the cutoff may not be reduced to a one-dimensional problem. In those situations the drift may be looked for by means of a suitable partitioning of the state space into classes; using a statistical mechanics language it is then possible to set up a kind of energy-entropy competition between the weight and the size of the classes. Under the lens of this partitioning one can focus the mentioned drift and prove cutoff with relative ease.

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• The cutoff phenomenon in finite Markov chains.
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Cited in

(18)

• Total variation cutoff in a tree
• Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
• Exact solution for a class of random walk on the hypercube
• Cutoffs for product chains
• Cutoff Phenomenon for Cyclic Dynamics on Hypercube
• The varentropy criterion is sharp on expanders
• Cutoff at the ``entropic time for sparse Markov chains
• The cutoff phenomenon for Ehrenfest chains
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• Cutoff for general spin systems with arbitrary boundary conditions
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• The cutoff phenomenon for random birth and death chains
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• Long-term concentration of measure and cut-off
• Cutoff for the Ising model on the lattice
• The cutoff phenomenon for ergodic Markov processes
• Convergence rates of Markov chains on spaces of partitions
• Cutoff for non-negatively curved Markov chains

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