Separation cut-offs for birth and death chains

dc.creatorDiaconis, Persi
dc.creatorSaloff-Coste, Laurent
dc.date2007-02-14
dc.date.accessioned2026-07-07T07:46:53Z
dc.date.available2026-07-07T07:46:53Z
dc.descriptionThis 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 cut-off. 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 cut-off if and only if the product of spectral gap and mixing time tends to infinity. We establish this for arbitrary birth and death chains in continuous time when the convergence is measured in separation and the chains all start at 0.
dc.descriptionPublished at http://dx.doi.org/10.1214/105051606000000501 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0702411
dc.identifierhttp://arxiv.org/abs/math/0702411
dc.identifierAnnals of Applied Probability 2006, Vol. 16, No. 4, 2098-2122
dc.identifierdoi:10.1214/105051606000000501
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123977
dc.subjectProbability
dc.subject60B10, 60J05, 60J27 (Primary)
dc.titleSeparation cut-offs for birth and death chains
dc.typetext

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