Cutoff for permuted Markov chains
نویسندگان
چکیده
Soit P une matrice bistochastique de taille n, et Π permutation n. Dans cet article, nous intéressons au temps mélange la chaîne Markov dont transition est donnée par Q=PΠ. En d’autres termes, alterne entre des sauts aléatoires gouvernés déterministes Π. Nous montrons que si choisie uniformément hasard, alors, sous légères hypothèses sur P, avec grande probabilité, Q présente un cutoff logn h, où h le taux entropique P. De plus, pour permutations déterministes, améliorons borne supérieure obtenue Chatterjee and Diaconis (Probab. Theory Related Fields 178 (2020) 1193–1214).
منابع مشابه
Cutoff for Samples of Markov Chains
We study the convergence to equilibrium of n−samples of independent Markov chains in discrete and continuous time. They are defined as Markov chains on the n−fold Cartesian product of the initial state space by itself, and they converge to the direct product of n copies of the initial stationary distribution. Sharp estimates for the convergence speed are given in terms of the spectrum of the in...
متن کاملCharacterization of cutoff for reversible Markov chains
A sequence of Markov chains is said to exhibit cutoff if the convergence to stationarity in total variation distance is abrupt. We prove a necessary and sufficient condition for cutoff in reversible lazy chains in terms of concentration of hitting time of certain sets of large stationary measure. (Previous works of Aldous, Oliviera, Sousi and the speaker established a less precise connection be...
متن کاملThe cutoff phenomenon in finite Markov chains.
Natural mixing processes modeled by Markov chains often show a sharp cutoff in their convergence to long-time behavior. This paper presents problems where the cutoff can be proved (card shuffling, the Ehrenfests' urn). It shows that chains with polynomial growth (drunkard's walk) do not show cutoffs. The best general understanding of such cutoffs (high multiplicity of second eigenvalues due to ...
متن کاملTaylor Expansion for the Entropy Rate of Hidden Markov Chains
We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate ...
متن کاملThe Rate of Rényi Entropy for Irreducible Markov Chains
In this paper, we obtain the Rényi entropy rate for irreducible-aperiodic Markov chains with countable state space, using the theory of countable nonnegative matrices. We also obtain the bound for the rate of Rényi entropy of an irreducible Markov chain. Finally, we show that the bound for the Rényi entropy rate is the Shannon entropy rate.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annales de l'I.H.P
سال: 2023
ISSN: ['0246-0203', '1778-7017']
DOI: https://doi.org/10.1214/22-aihp1248