標題: The L(2)-cutoff for reversible Markov processes
作者: Chen, Guan-Yu
Saloff-Coste, Laurent
應用數學系
Department of Applied Mathematics
公開日期: 1-四月-2010
摘要: We consider the problem of proving the existence of an L(2)-cutoff for families of ergodic Markov processes started from given initial distributions and associated with reversible (more, generally, normal) Markov semigroups. This includes classical examples such as families of finite reversible Markov chains and Brownian motion on compact Riemannian manifolds. We give conditions that are equivalent to the existence of an L(2)-cutoff and describe the L(2)-cutoff time in terms of the spectral decomposition. This is illustrated by several examples including the Ehrenfest process and the biased (p, q)-random walk on the non-negative integers, both started froth an arbitrary point. (C) 2009 Elsevier Inc. All rights reserved.
URI: http://dx.doi.org/10.1016/j.jfa.2009.10.017
http://hdl.handle.net/11536/5578
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2009.10.017
期刊: JOURNAL OF FUNCTIONAL ANALYSIS
Volume: 258
Issue: 7
起始頁: 2246
結束頁: 2315
顯示於類別:期刊論文