Se p 20 12 CONVERGENCE RATES OF MARKOV CHAINS ON SPACES OF PARTITIONS
نویسنده
چکیده
We study the convergence rate to stationarity for a class of exchangeable partitionvalued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic matrices, which describe the chain induced on the simplex by taking asymptotic frequencies. Using this representation, we establish upper bounds for the mixing times of ergodic cut-and-paste chains, and under certain conditions on the distribution of the governing random matrices we show that the “cutoff phenomenon” holds.
منابع مشابه
Convergence rates of Markov chains on spaces of partitions ∗
We study the convergence rate to stationarity for a class of exchangeable partitionvalued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain is determined by products of i.i.d. stochastic matrices, which describe the chain induced on the simplex by taking asymptotic frequencies. Using this representation, we establish upper bounds for the mixin...
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تاریخ انتشار 2012