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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)
We present a simple and direct proof of the equivalence of various functional inequalities such as Sobolev or Nash inequalities. This proof applies in the context of Riemannian or sub-elliptic geometry, as well as on graphs and to certain non-local Sobolev norms. It only uses elementary cutoff arguments. This method has interesting consequences concerning… (More)
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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)
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.
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.