Limit profiles for reversible Markov chains

DOI10.1007/S00440-021-01061-5MaRDI QIDQ2073176zbMATH OpenOpenAlexFDO

Authors Evita Nestoridi, Sam Thomas

Publication date 27 January 2022

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2005.13437

zbMATH Keywords

characterscutoffeigenvalues and eigenfunctions of Markov chainsFourier transformGelfand pairshomogeneous spaceslimit profilesrandom walk on groupsrepresentation theoryspectral representationsspherical functionssymmetric group

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms on nonabelian groups and on semigroups, etc. (43A30) Representations of groups, semigroups, etc. (aspects of abstract harmonic analysis) (43A65) Harmonic analysis and spherical functions (43A90) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Sampling theory, sample surveys (62D05)

Abstract: In a recent breakthrough, Teyssier [Tey20] introduced a new method for approximating the distance from equilibrium of a random walk on a group. He used it to study the limit profile for the random transpositions card shuffle. His techniques were restricted to conjugacy-invariant random walks on groups; we derive similar approximation lemmas for random walks on homogeneous spaces and for general reversible Markov chains. We illustrate applications of these lemmas to some famous problems: the $k$-cycle shuffle, improving results of Hough [Hou16] and Berestycki, Schramm and Zeitouni [BSZ11]; the Ehrenfest urn diffusion with many urns, improving results of Ceccherini-Silberstein, Scarabotti and Tolli [CST07]; a Gibbs sampler, which is a fundamental tool in statistical physics, with Binomial prior and hypergeometric posterior, improving results of Diaconis, Khare and Saloff-Coste [DKS08].

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Cited in

(16)

• Estimations pour les chaînes de Markov réversibles
• Characterization of cutoff for reversible Markov chains
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• Cutoff phenomenon for the warp-transpose top with random shuffle
• Cutoff for rewiring dynamics on perfect matchings
• On the spectrum and ergodicity of a neutral multi-allelic Moran model
• Cutoff profile of the metropolis biased card shuffling
• Comparing limit profiles of reversible Markov chains
• Limit profiles for projections of random walks on groups
• Limit profile for the transpose top-2 with random shuffle
• Cutoff in total variation for the shelf shuffle
• Gradual convergence for Langevin dynamics on a degenerate potential
• Every cutoff profile is possible
• Limit profile for the Bernoulli-Laplace urn via diffusions
• Limit profile for the ASEP with one open boundary
• Representation theory and cycle statistics for random walks on the symmetric group

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