For each fixed output state , the right-shift part has exactly two predecessors, each contributing , and the left-shift part also has exactly two predecessors, each contributing . Thus every column sum is
The transition matrix is doubly stochastic, so the uniform law
is invariant.
Track on the lifted integer line the coordinate refreshed at each step. It is a random walk with right-step probability and left-step probability . Every visited residue modulo has had its bit replaced by an independent fair bit. Consequently the first time all residues have been visited is a strong stationary time for this shift-refresh chain on a hypercube.
For the upper bound, reaching level visits every residue, so the refresh time is at most . The supplied moments give
For any sequence with , Chebyshev inequality and the strong-stationary-time bound imply
For the lower bound, choose integers such that
and consider . Its supplied mean is and its variance is ; after replacing by a sequence with , take for example . This satisfies the displayed scale separation, and the supplied moment bounds show
Before that exit, the visited interval has length less than , so at least coordinates retain their initial values.
Start the chain from the all-zero vector. Conditional on the explored path, the number of one-bits is binomial with at most trials, whereas under stationarity it is . Since , standard binomial concentration separates these two laws; for instance the event
has probability tending to one for the chain and to zero under . Therefore
The transition from one to zero occurs in an window around , proving total-variation cutoff with cutoff time .

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