Electronic Journal of Probability

Computing cutoff times of birth and death chains

Guan-Yu Chen and Laurent Saloff-Coste

Full-text: Open access

Abstract

Earlier work by Diaconis and Saloff-Coste gives a spectral criterion for a maximum separation cutoff to occur for birth and death chains. Ding, Lubetzky and Peres gave a related criterion for a maximum total variation cutoff to occur in the same setting. Here, we provide complementary results which allow us to compute the cutoff times and windows in a variety of examples.

Article information

Source
Electron. J. Probab., Volume 20 (2015), paper no. 76, 47 pp.

Dates
Accepted: 18 July 2015
First available in Project Euclid: 4 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1465067182

Digital Object Identifier
doi:10.1214/EJP.v20-4077

Mathematical Reviews number (MathSciNet)
MR3371435

Zentralblatt MATH identifier
1321.60141

Subjects
Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Secondary: 60J27: Continuous-time Markov processes on discrete state spaces

Keywords
birth and death chains cutoffs

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Chen, Guan-Yu; Saloff-Coste, Laurent. Computing cutoff times of birth and death chains. Electron. J. Probab. 20 (2015), paper no. 76, 47 pp. doi:10.1214/EJP.v20-4077. https://projecteuclid.org/euclid.ejp/1465067182


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