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 Relaxation to equilibrium and first passage problems

(Nadler)


The approach to equilibrium is still a problem of major interest to many scientists interested in the simulation of physical and other systems. Most of these simulations can be described as Markov chains. In recent years, particularly mathematicians have been intrigued by the fact that convergence to stationarity in finite Markov chains often shows a sharp cutoff: The variation distance between the evolving and the stationary distribution stays close to one for a while, then drops to a small value and, finally, vanishes exponentially. We were able to show that the cutoff phenomen can occur in diffusive relaxation in single-well potentials where it has a very simple explanation, and that the generic cases for the cutoff phenomenon to occur in finite Markov chains (diffusion on the hypercube and card shuffling) can be mapped to that particular situation. Thereby, a simple, intuitive explanation of the phenomenon is provided.