The local product condition implies cutoff
arXiv:2607.05345
Abstract
In the theory of mixing times, a famously wrong conjecture predicts that a sequence of Markov processes exhibits cutoff as soon as the product of their Poincaré constant and mixing time diverges. We prove that this statement becomes correct once the Poincaré constant is replaced with its natural non-equilibrium refinement, which we denote by . More precisely, we show that the width of the mixing window of any Markov process is . This estimate is sharp, and universal up to standard regularity assumptions: it holds on finite and infinite state spaces and from any initial condition, and it does not require reversibility, nor any kind of a chain rule. In addition, for deterministic initialization we show that , where is the Bakry-Ãmery curvature, making our result broadly applicable. Finally, our proof is short and self-contained: we simply follow the classical idea of replacing the total variation distance by the more tractable -divergence, but with the crucial novelty that the reference measure evolves in time, instead of being the equilibrium law.
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