Separation and coupling cutoffs for tuples of independent Markov processes

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JournalLatin American Journal of Probability and Mathematical Statistics
DatePublished - 2010
Volume7
Number of pages13
Pages (from-to)65-77
Original languageEnglish

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.

    Research areas

  • Statistics

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