Cutoffs for product chains

Guan-Yu Chen and Takashi Kumagai

Stochastic Processes and their Applications, 2018, vol. 128, issue 11, 3840-3879

Abstract: We consider products of ergodic Markov chains and discuss their cutoffs in total variation. Our framework is general in that rates to pick up coordinates are not necessary equal, and different coordinates may correspond to distinct chains. We give necessary and sufficient conditions for cutoffs of product chains in terms of those of coordinate chains under certain conditions. A comparison of mixing times between the product chain and its coordinate chains is made in detail as well. Examples are given to show that neither cutoffs for product chains nor for coordinate chains imply others in general.

Keywords: Product chains; Total variation and Hellinger distances; Cutoffs (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spa.2018.01.002

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