The L^2-cutoffs for reversible Markov chains

DOI10.1214/16-AAP1260zbMATH Open1374.60130arXiv1701.06663MaRDI QIDQ1676441FDOQ1676441

Authors: Guan-Yu Chen, Jui-Ming Hsu, Yuan-Chung Sheu 

Publication date: 7 November 2017

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

Abstract: In this article, we considers reversible Markov chains of which $L^2$-distances can be expressed in terms of Laplace transforms. The cutoff of Laplace transforms was first discussed by Chen and Saloff-Coste in [8], while we provide here a completely different pathway to analyze the $L^2$-distance. Consequently, we obtain several considerably simplified criteria and this allows us to proceed advanced theoretical studies, including the comparison of cutoffs between discrete time lazy chains and continuous time chains. For an illustration, we consider product chains, a rather complicated model which could be involved to analyze using the method in [8], and derive the equivalence of their $L^2$-cutoffs.

Full work available at URL: https://arxiv.org/abs/1701.06663

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zbMATH Keywords

cutoff phenomenonproduct chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (10)

• Cutoffs for product chains
• Spectrum of large random reversible Markov chains: two examples
• On the spectrum and ergodicity of a neutral multi-allelic Moran model
• Characterization of cutoff for reversible Markov chains
• Mixing reversible Markov chains in the max-\(\ell^2\)-distance
• Comparison of cutoffs between lazy walks and Markovian semigroups
• The \(L^{2}\)-cutoff for reversible Markov processes
• Reversibility of some chordal \(SLE(\kappa ;\rho )\) traces
• Estimations pour les chaînes de Markov réversibles
• Limit profiles for reversible Markov chains

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