arXiv · 1409.3250
Characterization of cutoff for reversible Markov chains
Abstract
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 $\alpha$, for some $\alpha \in (0,1)$. We also give general bounds on the total variation distance of a reversible chain at time $t$ in 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 ratio of their relaxation-times and their (lazy) mixing-times tends to 0.
Explore related subjects
Keep this discovery
Riddhipratim Basu, Jonathan Hermon, Yuval Peres. 2014-09-10. Characterization of cutoff for reversible Markov chains. https://doi.org/10.1214/16-aop1090
Cite the original work for its findings. Save a collection to share your selection of sources.