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Total variation cutoffs for birth and death chains
Thesis

Total variation cutoffs for birth and death chains

Liu, Cheng-Pang
Masters, 國立清華大學, 數學系所
2017

Abstract

馬可夫鏈 生滅鏈 相變現象 Markov chains birth and death chains cutoff phenomenon cutoffs total variation cutoffs
The cutoff phenomenon describes a case where a Markov chain converges abruptly to stationarity. For birth and death chains starting from boundary, Chen and Saloff-Coste (2015) proved that the occurrence of a total variation cutoff is equivalent to some kind of measure concentration of hitting times. This thesis considers birth and death chains starting from, in the sense of stationary distributions, near boundary and shows that this kind of measure concentration of hitting times is sufficient but not necessary for a total variation cutoff to occur.

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