Seminar series
Date
Mon, 07 Jun 2004
14:15
14:15
Location
DH 3rd floor SR
Speaker
Laurent Saloff-Coste
Organisation
Cornell University
The convergence to stationarity of many finite ergodic Markov
chains presents a sharp cut-off: there is a time T such that before
time T the chain is far from its equilibrium and, after time T,
equilibrium is essentially reached. We will discuss precise
definitions of the cut-off phenomenon, examples, and some partial
results and conjectures.