A Numerical Analyst Looks at the "Cutoff Phenomenon" in Card Shuffling and Other Markov Chains

Diaconis and others have shown that certain Markov chains exhibit a "cutoff phenomenon" in which, after an initial period of seemingly little progress, convergence to the steady state occurs suddenly. Since Markov chains are just powers of matrices, how can such effects be explained in the...

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Bibliographic Details
Main Authors: Jonsson, G, Trefethen, L
Format: Report
Published: Unspecified 1997