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arxiv: 1212.5614 · v1 · pith:AK5OWYT6new · submitted 2012-12-21 · 🧮 math.PR

The Cutoff Phenomenon for Random Birth and Death Chains

classification 🧮 math.PR
keywords birthchainsdeathmatricescutoffmathcalrandomdistribution
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For any distribution $\pi$ with support equal to $[n] = \{1, 2,..., n \}$, we study the set $\mathcal{A}_{\pi}$ of tridiagonal stochastic matrices $K$ satisfying $\pi(i) K[i,j] = \pi(j) K[j,i]$ for all $i, j \in [n]$. These matrices correspond to birth and death chains with stationary distribution $\pi$. We study matrices $K$ drawn uniformly from $\mathcal{A}_{\pi}$, following the work of Diaconis and Wood on the case $\pi(i) = \frac{1}{n}$. We analyze a `block sampler' version of their algorithm for drawing from $\mathcal{A}_{\pi}$ at random, and use results from this analysis to draw conclusions about typical matrices. The main result is a soft argument comparing cutoff for sequences of random birth and death chains to cutoff for a special family of birth and death chains with the same stationary distributions.

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