Convergence rates of Markov chains on spaces of partitions

DOI10.1214/EJP.V18-2389zbMATH Open1296.60183arXiv1209.4918MaRDI QIDQ388938FDOQ388938

Authors: Harry Crane, Steven P. Lalley 

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic matrices, which describe the chain induced on the simplex by taking asymptotic frequencies. Using this representation, we establish upper bounds for the mixing times of ergodic cut-and-paste chains, and under certain conditions on the distribution of the governing random matrices we show that the "cutoff phenomenon" holds.

Full work available at URL: https://arxiv.org/abs/1209.4918

Recommendations

• Cutoff for samples of Markov chains
• Convergence times for parallel Markov chains
• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• Cutoff for Markov chains: some examples and applications
• Entropy-driven cutoff phenomena

zbMATH Keywords

exchangeabilityLyapunov exponentmixing timecut-and-paste chaincutoff phenomenon

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05)

Cited In (9)

• Lipschitz partition processes
• The cut-and-paste process
• Analysis of a Bose-Einstein Markov chain
• Convergence times for parallel Markov chains
• A hidden Markov model for latent temporal clustering with application to ideological alignment in the U.S. Supreme Court
• Meteor process on \({\mathbb Z}^d\)
• Markov processes on partitions
• On meteors, earthworms and wimps
• Commutation relations and Markov chains

This page was built for publication: Convergence rates of Markov chains on spaces of partitions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q388938)