Total variation cutoff in birth-and-death chains

The cutoff phenomenon describes a case where a Markov chain exhibits a sharp transition in its convergence to stationarity. Diaconis [Proc Natl Acad Sci USA 93(4):1659–1664, 1996] surveyed this phenomenon, and asked how one could recognize its occurrence in families of finite ergodic Markov chains. Peres [American Institute of Mathematics (AIM) Research Workshop, Palo Alto. http://www.aimath.org/WWN/mixingtimes, 2004] noted that a necessary condition for cutoff in a family of reversible chains is that the product of the mixing-time and spectral-gap tends to infinity, and conjectured that in many settings, this condition should also be sufficient. Diaconis and Saloff-Coste [Ann Appl Probab 16(4):2098–2122, 2006] verified this conjecture for continuous-time birth-and-death chains, started at an endpoint, with convergence measured in separation. It is natural to ask whether the conjecture holds for these chains in the more widely used total-variation distance. In this work, we confirm the above conjecture for all continuous-time or lazy discrete-time birth-and-death chains, with convergence measured via total-variation distance. Namely, if the product of the mixing-time and spectral-gap tends to infinity, the chains exhibit cutoff at the maximal hitting time of the stationary distribution median, with a window of at most the geometric mean between the relaxation-time and mixing-time. In addition, we show that for any lazy (or continuous-time) birth-and-death chain with stationary distribution π, the separation 1 − pt(x, y)/π(y) is maximized when x, y are the endpoints. Together with the above results, this implies that total-variation cutoff is equivalent to separation cutoff in any family of such chains.

[1]  Y. Peres,et al.  Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability , 2007, 0712.0790.

[2]  J. Keilson Markov Chain Models--Rarity And Exponentiality , 1979 .

[3]  J. Pitman On coupling of Markov chains , 1976 .

[4]  Jian Ding,et al.  The Mixing Time Evolution of Glauber Dynamics for the Mean-Field Ising Model , 2008, 0806.1906.

[5]  P. Diaconis,et al.  Generating a random permutation with random transpositions , 1981 .

[6]  Samuel Karlin,et al.  COINCIDENT PROPERTIES OF BIRTH AND DEATH PROCESSES , 1959 .

[7]  James Allen Fill,et al.  The Passage Time Distribution for a Birth-and-Death Chain: Strong Stationary Duality Gives a First Stochastic Proof , 2007, 0707.4042.

[8]  P. Diaconis,et al.  SHUFFLING CARDS AND STOPPING-TIMES , 1986 .

[9]  D. Griffeath A maximal coupling for Markov chains , 1975 .

[10]  Laurent Saloff-Coste,et al.  Random Walks on Finite Groups , 2004 .

[11]  Persi Diaconis,et al.  On Times to Quasi-stationarity for Birth and Death Processes , 2009 .

[12]  Persi Diaconis,et al.  Separation cut-offs for birth and death chains , 2006, math/0702411.

[13]  Guan-Yu Chen,et al.  The cutoff phenomenon for ergodic Markov processes , 2008 .

[14]  P. Diaconis,et al.  Strong Stationary Times Via a New Form of Duality , 1990 .

[15]  K. Kreutz-Delgado,et al.  - Finite-Dimensional Vector Spaces , 2018, Physical Components of Tensors.

[16]  On hitting times and fastest strong stationary times for skip-free chains , 2007 .

[17]  S. Goldstein Maximal coupling , 1979 .

[18]  David J. Aldous,et al.  Lower bounds for covering times for reversible Markov chains and random walks on graphs , 1989 .

[19]  T. Lindvall Lectures on the Coupling Method , 1992 .

[20]  P. Diaconis,et al.  The cutoff phenomenon in finite Markov chains. , 1996, Proceedings of the National Academy of Sciences of the United States of America.

[21]  D. Aldous Random walks on finite groups and rapidly mixing markov chains , 1983 .