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arxiv: 1701.06663 · v1 · pith:DDIWJ6X3new · submitted 2017-01-23 · 🧮 math.PR

The L²-cutoffs for reversible Markov chains

classification 🧮 math.PR
keywords chainscutoffsanalyzelaplacemarkovreversibletimetransforms
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In this article, we considers reversible Markov chains of which $L^2$-distances can be expressed in terms of Laplace transforms. The cutoff of Laplace transforms was first discussed by Chen and Saloff-Coste in [8], while we provide here a completely different pathway to analyze the $L^2$-distance. Consequently, we obtain several considerably simplified criteria and this allows us to proceed advanced theoretical studies, including the comparison of cutoffs between discrete time lazy chains and continuous time chains. For an illustration, we consider product chains, a rather complicated model which could be involved to analyze using the method in [8], and derive the equivalence of their $L^2$-cutoffs.

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