English

Information-theoretic classification of the cutoff phenomenon in Markov processes

Probability 2025-01-23 v2 Information Theory math.IT

Abstract

We investigate the cutoff phenomenon for Markov processes under information divergences such as ff-divergences and R\'enyi divergences. We classify most common divergences into four types, namely L2L^2-type, TV\mathrm{TV}-type, separation-type and KL\mathrm{KL} divergence, in which we prove that the cutoff phenomenon are equivalent and relate the cutoff time and window among members within each type. To justify that this classification is natural, we provide examples in which the family of Markov processes exhibit cutoff in one type but not in another. We also establish new product conditions in these settings for the processes to exhibit cutoff, along with new results in non-reversible or non-normal situations. The proofs rely on a functional analytic approach towards cutoff.

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Cite

@article{arxiv.2407.06982,
  title  = {Information-theoretic classification of the cutoff phenomenon in Markov processes},
  author = {Youjia Wang and Michael C. H. Choi},
  journal= {arXiv preprint arXiv:2407.06982},
  year   = {2025}
}

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50 pages