Title of article :
The L2-cutoff for reversible Markov processes
Author/Authors :
Guan-Yu Chen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
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.
© 2009 Elsevier Inc. All rights reserved.
Keywords :
Markov semigroups , L2-cutoff , Normal operators
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis