How to cite item

The Cutoff Phenomenon for Ergodic Markov Processes

  
@article{EJP474,
	author = {Guan-Yu Chen and Laurent Saloff-Coste},
	title = {The Cutoff Phenomenon for Ergodic Markov Processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {cutoff phenomenon, ergodic Markov semigroups},
	abstract = {We consider the cutoff phenomenon in the context of families  of ergodic Markov transition functions.  This includes classical examples such as families  of ergodic finite Markov chains and Brownian motion on families  of compact Riemannian manifolds. We give criteria for the existence  of a cutoff when convergence is measured in $L^p$-norm, $1 < p < \infty$.  This allows us to prove the existence of a cutoff in cases where  the cutoff time is not explicitly known. In the reversible case, for  $1 < p\le \infty$, we show that a necessary and sufficient condition for  the existence  of a max-$L^p$ cutoff is that the product of the spectral gap  by the max-$L^p$ mixing time tends to infinity. This type of condition  was suggested by Yuval Peres. Illustrative examples are  discussed.},
	pages = {no. 3, 26-78},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-474},    
        url = {http://ejp.ejpecp.org/article/view/474}}