On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
Langue
en
Article de revue
Ce document a été publié dans
Bernoulli. 2023
Bernoulli Society for Mathematical Statistics and Probability
Date de soutenance
2023Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
Strong stationary times
Separation discrepancy
Hitting times
Small noise one-dimensional diffusions
Spherical Brownian motions
Project ANR
Toulouse Graduate School défis en économie et sciences sociales quantitatives - ANR-17-EURE-0010