کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4592268 1335087 2010 70 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The L2-cutoff for reversible Markov processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
The L2-cutoff for reversible Markov processes
چکیده انگلیسی

We consider the problem of proving the existence of an L2-cutoff for families of ergodic Markov processes started from given initial distributions and associated with reversible (more, generally, normal) Markov semigroups. This includes classical examples such as families of finite reversible Markov chains and Brownian motion on compact Riemannian manifolds. We give conditions that are equivalent to the existence of an L2-cutoff and describe the L2-cutoff time in terms of the spectral decomposition. This is illustrated by several examples including the Ehrenfest process and the biased (p,q)-random walk on the non-negative integers, both started from an arbitrary point.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 258, Issue 7, 1 April 2010, Pages 2246-2315