Separation and coupling cutoffs for tuples of independent Markov processes

Stephen Connor

Separation and coupling cutoffs for tuples of independent Markov processes

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We consider an n-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient condition for the n-tuple to exhibit a separation cutoff. We also provide general bounds on the (asymmetric) window size of the cutoff, and indicate links to classical extreme value theory.

Original language	English
Pages (from-to)	65-77
Number of pages	13
Journal	Latin American Journal of Probability and Mathematical Statistics
Volume	7
Publication status	Published - 2010

Keywords

Statistics

Access to Document

http://alea.impa.br/english/index_v7.htm

Cite this

@article{bad567f392c3451fb2d5ef059c24bf3e,

title = "Separation and coupling cutoffs for tuples of independent Markov processes",

abstract = "We consider an n-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient condition for the n-tuple to exhibit a separation cutoff. We also provide general bounds on the (asymmetric) window size of the cutoff, and indicate links to classical extreme value theory.",

keywords = "Statistics",

author = "Stephen Connor",

year = "2010",

language = "English",

volume = "7",

pages = "65--77",

journal = "Latin American Journal of Probability and Mathematical Statistics",

issn = "1980-0436",

publisher = "Instituto Nacional de Matematica Pura e Aplicada",

}

TY - JOUR

T1 - Separation and coupling cutoffs for tuples of independent Markov processes

AU - Connor, Stephen

PY - 2010

Y1 - 2010

N2 - We consider an n-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient condition for the n-tuple to exhibit a separation cutoff. We also provide general bounds on the (asymmetric) window size of the cutoff, and indicate links to classical extreme value theory.

AB - We consider an n-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient condition for the n-tuple to exhibit a separation cutoff. We also provide general bounds on the (asymmetric) window size of the cutoff, and indicate links to classical extreme value theory.

KW - Statistics

M3 - Article

SN - 1980-0436

VL - 7

SP - 65

EP - 77

JO - Latin American Journal of Probability and Mathematical Statistics

JF - Latin American Journal of Probability and Mathematical Statistics

ER -