On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
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en
Article de revue
Este ítem está publicado en
Bernoulli. 2023
Bernoulli Society for Mathematical Statistics and Probability
Fecha de defensa
2023Resumen en inglés
This article proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments ...Leer más >
This article proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a new and elementary perturbative approach for estimating hitting times in a small noise context. The quantitative estimates thus obtained are applied to the strong stationary times constructed in a previous article by the authors to deduce the wanted cut-off phenomenon.< Leer menos
Palabras clave en inglés
Strong stationary times
Separation discrepancy
Hitting times
Small noise one-dimensional diffusions
Spherical Brownian motions
Proyecto ANR
Toulouse Graduate School défis en économie et sciences sociales quantitatives - ANR-17-EURE-0010
Orígen
Importado de HalCentros de investigación