Convergence rates of Markov chains on spaces of partitions

Harry Crane, Steven P. Lalley

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

We study the convergence rate to stationarity for a class of exchangeable partition-valued 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 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.

Original languageEnglish (US)
JournalElectronic Journal of Probability
Volume18
DOIs
StatePublished - 2013

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Cut-and-paste chain
  • Cutoff phenomenon
  • Exchangeability
  • Lyapunov exponent
  • Mixing time

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