CHARACTERIZATION OF CUTOFF FOR REVERSIBLE MARKOV CHAINS

被引:33
|
作者
Basu, Riddhipratim [1 ]
Hermon, Jonathan [2 ]
Peres, Yuval [3 ]
机构
[1] Stanford Univ, Dept Math, 450 Serra Mall,Bldg 380, Stanford, CA 94305 USA
[2] Univ Calif Berkeley, Dept Stat, 365 Evans Hall, Berkeley, CA 94720 USA
[3] Microsoft Res, One Microsoft Way, Redmond, WA 98052 USA
来源
ANNALS OF PROBABILITY | 2017年 / 45卷 / 03期
关键词
Cutoff; mixing-time; finite reversible Markov chains; hitting times; trees; maximal inequality; DEATH CHAINS; TIMES; BIRTH;
D O I
10.1214/16-AOP1090
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the occurrence of the cutoff phenomena in terms of concentration of hitting time of "worst" (in some sense) sets of stationary measure at least a, for some alpha is an element of(0,1). We also give general bounds on the total variation distance of a reversible chain at time tin terms of the probability that some "worst" set of stationary measure at least alpha was not hit by time t. As an application of our techniques, we show that a sequence of lazy Markov chains on finite trees exhibits a cutoff iff the product of their spectral gaps and their (lazy) mixing-times tends to infinity.
引用
收藏
页码:1448 / 1487
页数:40
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