Markov chain cutoff is an abrupt asymptotic change of the distance to stationarity from nearly maximal to nearly zero. For a sequence
of finite chains, let . Cutoff at times
means that, for every fixed
,
and
, with integer
times rounded when necessary. The same definition uses the transition semigroup in
continuous time. It is stronger than knowing only the order of the mixing
time.
Markov Chain Cutoff
See also
Glauber Dynamics, Markov Chain, Mixing Time, Total Variation DistanceExplore with Wolfram|Alpha
References
Levin, D. A. and Peres, Y. Markov Chains and Mixing Times, 2nd ed. With contributions by E. L. Wilmer. Providence, RI: American Mathematical Society, 2017. https://doi.org/10.1090/mbk/107.Cite this as:
Weisstein, Eric W. "Markov Chain Cutoff." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MarkovChainCutoff.html