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Abstract: Some Markov chains converge very abruptly to their equilibrium: the total variation distance between the distribution of the chain at time t and its equilibrium measure is close to 1 until some deterministic `cutoff time', and close to 0 shortly after. Many examples have been studied by Diaconis and his followers. Our goal is to introduce two families of examples of this phenomenon, focusing mainly on their possible applications. We present firstly samples of Markov chains for which the cutoff... (Update)
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BibTeX entry: (Update)
@misc{ ycart-cutoff,
author = "Bernard Ycart",
title = "Cutoff for Markov chains: some examples and applications",
url = "citeseer.ist.psu.edu/401874.html" }
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Documents on the same site (http://www.math-info.univ-paris5.fr/prisme/publis/abstract98.html):
Fast simulation for Stochastic Automata Networks - Roberta Jungblut-Hessel.. (Correct)
Stopping tests for Markov Chain Monte-Carlo methods - Ycart (1999) (Correct)
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