Critical branching diffusions : proper normalization and conditioned limit
If is the combinatorial Laplacian of a graph, converges to a matrix with identical coefficients. The speed of convergence is measured by the maximal entropy distance. When the graph is the sum of a large number of components, a cut-off phenomenon may occur: before some instant the distance to equilibrium tends to infinity; after that instant it tends to . A sufficient condition for cut-off is given, and the cut-off instant is expressed as a function of the gap and eigenvectors of components....
We study the convergence to equilibrium of n-samples of independent Markov chains in discrete and continuous time. They are defined as Markov chains on the n-fold Cartesian product of the initial state space by itself, and they converge to the direct product of n copies of the initial stationary distribution. Sharp estimates for the convergence speed are given in terms of the spectrum of the initial chain. A cutoff phenomenon occurs in the sense that as n tends to infinity, the total variation...