On cutoff via rigidity for high dimensional curved diffusions

Abstract

We consider overdamped Langevin diffusions in Euclidean space, with curvature equal to the spectral gap. This includes the Ornstein-Uhlenbeck process as well as non-Gaussian and non-product extensions with convex interaction, such as the Dyson process from random matrix theory. We show that a cutoff phenomenon or abrupt convergence to equilibrium occurs in high dimension, at a critical time equal to the logarithm of the dimension divided by twice the spectral gap. This cutoff holds for Wasserstein distance, total variation, relative entropy, and Fisher information. A key observation is a relation to a spectral rigidity, linked to the presence of a Gaussian factor. A novelty is the extensive usage of functional inequalities, even for short-time regularization, and the reduction to Wasserstein. The proofs are short and conceptual. Since the product condition is satisfied, an Lp cutoff holds for all p. We moreover discuss a natural extension to Riemannian manifolds, a link with logarithmic gradient estimates in short-time for the heat kernel, and ask about stability by perturbation. Finally, beyond rigidity but still for diffusions, a discussion around the recent progress on the product condition for non-negatively curved diffusions leads us to introduce a new curvature product condition.