Cut-off and escape behaviors for birth and death chains on trees

MaRDI QIDQ2863695zbMATH OpenFDO

Authors Olivier Bertoncini

Publication date 3 December 2013

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.4324, http://alea.impa.br/articles/v8/08-08.pdf

zbMATH Keywords

first passage timesrandom walkscut-off/escape behavior

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random walks on graphs (05C81)

Abstract: We consider families of discrete time birth and death chains on trees, and show that in presence of a drift towards the root of the tree, the chains exhibit cut-off behavior along the drift and escape behavior in the opposite direction.

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(3)

• Birth and death chains on finite trees: computing their stationary distribution and hitting times
• Abrupt convergence and escape behavior for birth and death chains
• Cyclic products and optimal traps in cyclic birth and death chains

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