#### Filter Results:

- Full text PDF available (48)

#### Publication Year

1992

2015

#### Publication Type

#### Co-author

#### Publication Venue

#### Key Phrases

Learn More

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. Institute of… (More)

Markov chains on finite sets are used in a great variety of situations to approximate, understand and sample from their limit distribution. A familiar example is provided by card shuffling methods. From this viewpoint, one is interested in the " mixing time " of the chain, that is, the time at which the chain gives a good approximation of the limit… (More)

Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Each copy of any part of a JSTOR transmission must contain the same copyright notice that… (More)

This paper gives a necessary and sufficient condition for a sequence of birth and death chains to converge abruptly to stationarity, that is, to present a cutoff. The condition involves the notions of spectral gap and mixing time. Y. Peres has observed that for many families of Markov chains, there is a cutoff if and only if the product of spectral gap and… (More)

We study the decay of convolution powers of probability measures without second moment but satisfying some weaker finite moment condition. For any locally compact unimodular group G and any positive function : G → [0, +∞], we introduce a function G, which describes the fastest possible decay of n → φ (2n) (e) when φ is a symmetric continuous probability… (More)

- Persi Diaconis, Laurent Saloff-Coste
- STOC
- 1995

The Metropolis algorithm is a widely used procedure for sampling from a specified distribution on a large finite set. We survey what is rigorously known about running times. This includes work from statistical physics, computer science, probability and statistics. Some new results are given ae an illustration of the geometric theory of Markov chains.

- BY C. PITTET, L. SALOFF-COSTE
- 2002

Wreath products are a type of semidirect product. They play an important role in group theory. This paper studies the basic behavior of simple random walks on such groups and shows that these walks have interesting, somewhat exotic behaviors. The crucial fact is that the probability of return to the starting point of certain walks on wreath products is… (More)

We give families of examples where sharp rates of convergence to stationarity of the widely used Gibbs sampler are available. The examples involve standard exponential families and their conjugate priors. In each case, the transition operator is explicitly diagonalizable with classical orthogonal polynomials as eigenfunctions.

We consider the cutoff phenomenon in the context of families of ergodic Markov transition functions. This includes classical examples such as families of ergodic finite Markov chains and Brownian motion on families of compact Riemannian manifolds. We give criteria for the existence of a cutoff when convergence is measured in L p-norm, 1 < p < ∞. This allows… (More)