The cutoff phenomenon for ergodic Markov processes

@inproceedings{Chen2008TheCP,
  title={The cutoff phenomenon for ergodic Markov processes},
  author={Guan-Yu Chen and Laurent Saloff-Coste and Malott Hall},
  year={2008}
}
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-norm, 1 < p < ∞. This allows us to prove the existence of a cutoff in cases where the cutoff time is not explicitly known. In the reversible case, for 1 < p ≤ ∞, we show… CONTINUE READING

From This Paper

Topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 30 references

Random walks on finite groups and rapidly mixing Markov chains

D AVID J. A LDOUS
2005
View 8 Excerpts
Highly Influenced

Generating a random permutation with random transpositions

Persi Diaconis, Mehrdad Shahshahani
Z. Wahrsch. Verw. Gebiete, • 1981
View 3 Excerpts
Highly Influenced

The cut-off phenomenon for finite Markov chains

Guan-Yu Chen
PhD thesis, Cornell University, • 2006
View 2 Excerpts

On the convergence to equilibrium of Brownian motion on compact simple Lie groups

L. Saloff-Coste
J. Geom. Anal., • 2004

Similar Papers

Loading similar papers…