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A Product Chain without Cutoff

Lacoin, Hubert (2015), A Product Chain without Cutoff, Electronic Communications in Probability, 20, p. 9 p.. 10.1214/ECP.v20-3765

Type
Article accepté pour publication ou publié
External document link
http://dx.doi.org/10.1214/ECP.v20-3765
Date
2015
Journal name
Electronic Communications in Probability
Volume
20
Publisher
University of Washington
Published in
Paris
Pages
9 p.
Publication identifier
Metadata
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Author(s)
Lacoin, Hubert
Abstract (EN)
In this note, we construct an example of a sequence ofn-fold product chainswhich does not display cutoff for total-variation distance neither for separation distance.In addition we show that this type of product chains necessarily displays pre-cutoff .
Subjects / Keywords
Counter Example; Mixing time; Cutoff; Markov chains
JEL
C41 - Duration Analysis; Optimal Timing Strategies