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.
|Number of pages||13|
|Journal||Latin American Journal of Probability and Mathematical Statistics|
|Publication status||Published - 2010|