The cut-off phenomenon for finite Markov chains

7 June 2004
14:15
Laurent Saloff-Coste
Abstract
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.
  • Stochastic Analysis Seminar