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The product condition is necessary for cutoff

Proved
MarkovMixing.cutoff_necessary

by Shuze Chen · Aug 22, 2026 · Mathlib c5ea003 (Lean v4.30.0)

markov-chainsmixing-timesprobability

Consider a family of chains P(n)P^{(n)}P(n) on finite state spaces, each irreducible and aperiodic, each reversible with respect to its stationary distribution πn\pi_nπn​ (detailed balance πn(x)P(n)(x,y)=πn(y)P(n)(y,x)\pi_n(x)P^{(n)}(x,y)=\pi_n(y)P^{(n)}(y,x)πn​(x)P(n)(x,y)=πn​(y)P(n)(y,x)). For each chain: dn(t)=max⁡x∥P(n)t(x,⋅)−πn∥TVd_n(t)=\max_x\|P^{(n)t}(x,\cdot)-\pi_n\|_{TV}dn​(t)=maxx​∥P(n)t(x,⋅)−πn​∥TV​ is the worst-case total variation distance, tmix(n)(ε)=min⁡{t:dn(t)≤ε}t^{(n)}_{\mathrm{mix}}(\varepsilon)=\min\{t:d_n(t)\le\varepsilon\}tmix(n)​(ε)=min{t:dn​(t)≤ε} with tmix(n)=tmix(n)(1/4)t^{(n)}_{\mathrm{mix}}=t^{(n)}_{\mathrm{mix}}(1/4)tmix(n)​=tmix(n)​(1/4); among the eigenvalues (real λ\lambdaλ with Pf=λfP f=\lambda fPf=λf, f≠0f\ne0f=0), λ⋆\lambda_\starλ⋆​ is the largest absolute value of an eigenvalue ≠1\ne1=1, and trel(n)=(1−λ⋆)−1t^{(n)}_{\mathrm{rel}}=(1-\lambda_\star)^{-1}trel(n)​=(1−λ⋆​)−1 is the relaxation time (Mission VII). The family has a cutoff when tmix(n)(ε)/tmix(n)(1−ε)→1t^{(n)}_{\mathrm{mix}}(\varepsilon)/t^{(n)}_{\mathrm{mix}}(1-\varepsilon)\to1tmix(n)​(ε)/tmix(n)​(1−ε)→1 for every 0<ε<10<\varepsilon<10<ε<1.

The theorem (Proposition 18.4 of Levin–Peres–Wilmer) asserts: if the mixing times grow to infinity but stay comparable to the relaxation times — tmix(n)≤C trel(n)t^{(n)}_{\mathrm{mix}}\le C\,t^{(n)}_{\mathrm{rel}}tmix(n)​≤Ctrel(n)​ for a fixed constant CCC — then the family has no cutoff.

The product condition trel=o(tmix)t_{\mathrm{rel}}=o(t_{\mathrm{mix}})trel​=o(tmix​) is therefore necessary for cutoff. The reason: the relaxation-time lower bound of Mission VII gives tmix(ε)≥(trel−1)log⁡(1/2ε)t_{\mathrm{mix}}(\varepsilon)\ge(t_{\mathrm{rel}}-1)\log(1/2\varepsilon)tmix​(ε)≥(trel​−1)log(1/2ε), so if trelt_{\mathrm{rel}}trel​ is proportional to tmixt_{\mathrm{mix}}tmix​, shrinking ε\varepsilonε inflates tmix(ε)/tmixt_{\mathrm{mix}}(\varepsilon)/t_{\mathrm{mix}}tmix​(ε)/tmix​ beyond any bound — an eigenfunction decaying only like λ⋆t\lambda_\star^tλ⋆t​ keeps the collapse from being abrupt. Whether the product condition is also sufficient for reversible families was a famous question of Peres; it fails in general, which makes this necessary direction the definitive elementary statement.

Preamble
import Definitions.Def_mm_cutoff
Formal statement
namespace MarkovMixing

/-- **Proposition 18.4** (LPW): a necessary condition for (pre-)cutoff: for
a sequence of reversible irreducible aperiodic chains, if `t_mix/t_rel`
stays bounded, then even the weak cutoff ratio fails — the mixing-time
ratios `t_mix(ε)/t_mix(1−ε)` do not tend to `1` for small `ε`; in
particular the sequence has no cutoff. -/
theorem cutoff_necessary {V : ℕ → Type*} [∀ n, Fintype (V n)]
    [∀ n, DecidableEq (V n)] [∀ n, Nonempty (V n)]
    (P : ∀ n, Matrix (V n) (V n) ℝ) (π : ∀ n, V n → ℝ)
    (hP : ∀ n, IsStochastic (P n)) (hirr : ∀ n, Irreducible (P n))
    (hap : ∀ n, Aperiodic (P n)) (hπ : ∀ n, IsStationary (P n) (π n))
    (hrev : ∀ n, DetailedBalance (P n) (π n))
    (C : ℝ) (hC : 0 < C)
    (hbound : ∀ n, (tMix (P n) (π n) : ℝ) ≤ C * relaxationTime (P n))
    (hgrow : Filter.Tendsto (fun n => tMix (P n) (π n)) Filter.atTop Filter.atTop) :
    ¬HasCutoff P π := by
  sorry

end MarkovMixing
Source
D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times, AMS 2009, https://documents.epfl.ch/groups/i/ip/ipg/www/2013-2014/Random_Walks/markovmixing.pdf, Section 18.3, Proposition 18.4, p. 252
Read-back

What the Lean code literally says, in plain math · claude-fable-5

Read-back: cutoff_necessary

Fix, for every natural number nnn: a finite nonempty state space VnV_nVn​ (decidable equality), a real matrix PnP_nPn​ on VnV_nVn​, and a function πn:Vn→R\pi_n : V_n \to \mathbb{R}πn​:Vn​→R, subject to the following hypotheses, each quantified over all nnn:

  • PnP_nPn​ is stochastic (nonnegative entries, rows summing to 111);
  • PnP_nPn​ is irreducible in the sense that for every ordered pair of states x,yx, yx,y there exists a natural number ttt (possibly t=0t = 0t=0, for which Pn0=IP_n^0 = IPn0​=I, so the diagonal pairs are automatically covered) with (Pnt)(x,y)>0(P_n^t)(x,y) > 0(Pnt​)(x,y)>0;
  • PnP_nPn​ is aperiodic in the sense that for every state xxx, the natural number sup⁡{d∈N:d∣t for every t≥1 with (Pnt)(x,x)>0}\sup\{d \in \mathbb{N} : d \mid t \text{ for every } t \ge 1 \text{ with } (P_n^t)(x,x) > 0\}sup{d∈N:d∣t for every t≥1 with (Pnt​)(x,x)>0} equals 111; note this "period" is a N\mathbb{N}N-supremum, and if the return-time set is empty the divisor set is all of N\mathbb{N}N, whose unbounded N\mathbb{N}N-supremum is the junk value 0≠10 \ne 10=1, so the hypothesis also implicitly rules that case out;
  • πn\pi_nπn​ is stationary for PnP_nPn​ (nonnegative, sums to 111, πnPn=πn\pi_n P_n = \pi_nπn​Pn​=πn​ as row vectors);
  • detailed balance holds: πn(x) Pn(x,y)=πn(y) Pn(y,x)\pi_n(x)\,P_n(x,y) = \pi_n(y)\,P_n(y,x)πn​(x)Pn​(x,y)=πn​(y)Pn​(y,x) for all x,yx, yx,y.

Further fix a real constant C>0C > 0C>0 and assume, for every nnn, the product-condition

tmix(n)  ≤  C⋅trel(n),t_{\mathrm{mix}}^{(n)} \;\le\; C \cdot t_{\mathrm{rel}}^{(n)},tmix(n)​≤C⋅trel(n)​,

where tmix(n)t_{\mathrm{mix}}^{(n)}tmix(n)​ is the natural number inf⁡{t:dn(t)≤1/4}\inf\{t : d_n(t) \le 1/4\}inf{t:dn​(t)≤1/4} (with dn(t)=sup⁡xsup⁡A⊆Vn∣∑y∈A(Pnt)(x,y)−∑y∈Aπn(y)∣d_n(t) = \sup_x \sup_{A \subseteq V_n} |\sum_{y \in A}(P_n^t)(x,y) - \sum_{y\in A}\pi_n(y)|dn​(t)=supx​supA⊆Vn​​∣∑y∈A​(Pnt​)(x,y)−∑y∈A​πn​(y)∣ the worst-case total-variation-type distance, and the N\mathbb{N}N-infimum equal to 000 if no such ttt exists), cast to a real, and trel(n)=(1−λ⋆(Pn))−1t_{\mathrm{rel}}^{(n)} = \bigl(1 - \lambda^\star(P_n)\bigr)^{-1}trel(n)​=(1−λ⋆(Pn​))−1 is the "relaxation time", with λ⋆(Pn)=sup⁡{∣λ∣:λ∈R, λ≠1, ∃f≠0, Pnf=λf}\lambda^\star(P_n) = \sup\{|\lambda| : \lambda \in \mathbb{R},\ \lambda \ne 1,\ \exists f \ne 0,\ P_n f = \lambda f\}λ⋆(Pn​)=sup{∣λ∣:λ∈R, λ=1, ∃f=0, Pn​f=λf} the supremum of absolute values of real eigenvalues of PnP_nPn​ other than 111 (eigenvalue meaning: some nonzero real vector fff on VnV_nVn​ with the matrix acting on column vectors satisfying Pnf=λfP_n f = \lambda fPn​f=λf). Junk conventions apply here: the real supremum of an empty eigenvalue set is 000, and the inverse is Lean's total inverse, so λ⋆=1\lambda^\star = 1λ⋆=1 gives trel=0−1=0t_{\mathrm{rel}} = 0^{-1} = 0trel​=0−1=0, in which case the bound reads tmix(n)≤0t_{\mathrm{mix}}^{(n)} \le 0tmix(n)​≤0. Finally assume tmix(n)→∞t_{\mathrm{mix}}^{(n)} \to \inftytmix(n)​→∞ as n→∞n \to \inftyn→∞ (the natural-number sequence tends to the "at top" filter).

Under all of these hypotheses, the conclusion is the negation of the cutoff property: it is not the case that for every real ε∈(0,1)\varepsilon \in (0,1)ε∈(0,1) the ratio tmix(n)(ε)/tmix(n)(1−ε)→1t_{\mathrm{mix}}^{(n)}(\varepsilon)\big/t_{\mathrm{mix}}^{(n)}(1-\varepsilon) \to 1tmix(n)​(ε)/tmix(n)​(1−ε)→1 as n→∞n \to \inftyn→∞, where tmix(n)(ε)=inf⁡{t∈N:dn(t)≤ε}t_{\mathrm{mix}}^{(n)}(\varepsilon) = \inf\{t \in \mathbb{N} : d_n(t) \le \varepsilon\}tmix(n)​(ε)=inf{t∈N:dn​(t)≤ε} (both mixing times cast to reals; total real division, so a zero denominator makes that term of the sequence 000). Equivalently, there exists some ε∈(0,1)\varepsilon \in (0,1)ε∈(0,1) for which the stated ratio sequence fails to converge to 111.

Human review
  • Endorsed by Community (Bot) · Aug 22, 2026

  • Endorsed by Shuze Chen · Aug 22, 2026

    Confirmed by the mission captain (proposal self-audit).

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