The cutoff phenomenon in finite Markov chains

被引:202
作者
Diaconis, P
机构
[1] Department of Mathematics, Harvard University, Cambridge
关键词
D O I
10.1073/pnas.93.4.1659
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 [理学]; 0710 [生物学]; 09 [农学];
摘要
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 symmetry) is explored. Examples are given where the symmetry is broken but the cutoff phenomenon persists.
引用
收藏
页码:1659 / 1664
页数:6
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