The L2-cutoffs for reversible Markov chains

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Abstract

In this article, we considers reversible Markov chains of which L2-distances can be expressed in terms of Laplace transforms. The cutoff of Laplace transforms was first discussed by Chen and Saloff-Coste in [J. Funct. Anal. 258 (2010) 2246-2315], while we provide here a completely different pathway to analyze the L2-distance. Consequently, we obtain several considerably simplified criteria and this allows us to proceed advanced theoretical studies, including the comparison of cutoffs between discrete time lazy chains and continuous time chains. For an illustration, we consider product chains, a rather complicated model which could be involved to analyze using the method in [J. Funct. Anal. 258 (2010) 2246-2315], and derive the equivalence of their L2-cutoffs.

Original languageEnglish
Pages (from-to)2305-2341
Number of pages37
JournalAnnals of Applied Probability
Volume27
Issue number4
DOIs
StatePublished - 1 Aug 2017

Keywords

  • Cutoff phenomenon
  • Product chains

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