Separation and coupling cutoffs for tuples of independent Markov processes

Abstract

We consider an n-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient condition for the n-tuple to exhibit a separation cutoff. We also provide general bounds on the (asymmetric) window size of the cutoff, and indicate links to classical extreme value theory.

0

Discussion (0)

Sign in to join the discussion.

Loading comments…