Cutoffs for product chains
Guan-Yu Chen, Takashi Kumagai

TL;DR
This paper introduces a new approach to analyze the cutoff phenomenon in product Markov chains by relating total variation and Hellinger distances, providing criteria and examples for understanding mixing times.
Contribution
It presents a novel inequality linking total variation and Hellinger distances, enabling the identification of cutoffs in product chains and offering new criteria for their analysis.
Findings
Established a new inequality relating total variation and Hellinger distance.
Provided criteria for cutoff detection in product chains.
Illustrated results with examples like two-state chains and cycles.
Abstract
In this article, we consider products of ergodic Markov chains and discuss their cutoffs in the total variation. Through a new inequality relating the total variation and the Hellinger distance, we may identify the total variation cutoffs with cutoffs in the Hellinger distance. This provides a new scheme to study the total variation mixing of Markov chains, in particular, product chains. In the theoretical framework, a series of criteria are introduced to examine cutoffs and a comparison of mixing between the product chain and its coordinate chains is made in detail. For illustration, we consider products of two-state chains, cycles and other typical examples.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Point processes and geometric inequalities · Bayesian Methods and Mixture Models
