Separation cut-offs for birth and death chains

Citation
Diaconis, Persi et Saloff-coste, Laurent, Separation cut-offs for birth and death chains, Annals of applied probability , 16(4), 2006, pp. 2098-2122
ISSN journal
10505164
Volume
16
Issue
4
Year of publication
2006
Pages
2098 - 2122
Database
ACNP
SICI code
Abstract
This paper gives a necessary and sufficient condition for a sequence of birth and death chains to converge abruptly to stationarity, that is, to present a cut-off. The condition involves the notions of spectral gap and mixing time. Y. Peres has observed that for many families of Markov chains, there is a cut-off if and only if the product of spectral gap and mixing time tends to infinity. We establish this for arbitrary birth and death chains in continuous time when the convergence is measured in separation and the chains all start at 0.