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Elucidating the cutoff phenomenon

Objective

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their distance to equilibrium remains close to the maximal value for a while and suddenly drops to zero as the time parameter reaches a critical threshold known as the mixing time.

Discovered four decades ago in the context of card shuffling, this dynamical phase transition has since then been observed in a variety of situations, from random walks on random graphs to high-temperature spin glasses. It is now believed to be universal among fast-mixing high-dimensional systems. Yet, the current proofs are case-specific and rely on explicit computations which (i) can only be carried out in oversimplified models and (ii) do not bring any conceptual insight as to why such a sharp transition occurs. Our ambition here is to identify the general conditions that trigger the cutoff phenomenon. This is one of the biggest challenges in the quantitative analysis of finite Markov chains.

We believe that the key is to harness a new information-theoretic statistics called varentropy, whose relevance was recently uncovered by the PI but whose systematic estimation remains entirely to be developed. Specifically, we propose to elaborate a robust set of analytic and geometric tools to bound varentropy and control its evolution under any Markov semi-group, much like log-Sobolev inequalities do for entropy. From this, we intend to derive sharp and easily verifiable criteria allowing us to predict cutoff without having to compute mixing times.

If successful, our approach will not only provide a unified explanation for all known instances of the phenomenon, but also confirm its long-predicted occurrence in a number of models of fundamental importance. Emblematic applications include random walks on expanders, interacting particle systems, and MCMC algorithms.

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HORIZON-ERC - HORIZON ERC Grants

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(opens in new window) ERC-2023-COG

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Host institution

UNIVERSITE PARIS DAUPHINE
Net EU contribution

Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.

€ 1 403 750,00
Address
PLACE DU MARECHAL DE LATTRE DE TASS IGNY
75775 PARIS CEDEX 16
France

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Activity type
Higher or Secondary Education Establishments
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Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

€ 1 403 750,00

Beneficiaries (1)

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