On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | ARNAUDON, Marc | |
| hal.structure.identifier | Institut Élie Cartan de Lorraine [IECL] | |
| dc.contributor.author | COULIBALY-PASQUIER, Koléhé Abdoulaye | |
| hal.structure.identifier | Toulouse School of Economics [TSE-R] | |
| dc.contributor.author | MICLO, Laurent | |
| dc.date | 2023 | |
| dc.date.accessioned | 2024-04-04T02:41:00Z | |
| dc.date.available | 2024-04-04T02:41:00Z | |
| dc.date.issued | 2023 | |
| dc.identifier.issn | 1350-7265 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191110 | |
| dc.description.abstractEn | 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. | |
| dc.description.sponsorship | Toulouse Graduate School défis en économie et sciences sociales quantitatives - ANR-17-EURE-0010 | |
| dc.language.iso | en | |
| dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | |
| dc.subject.en | Strong stationary times | |
| dc.subject.en | Separation discrepancy | |
| dc.subject.en | Hitting times | |
| dc.subject.en | Small noise one-dimensional diffusions | |
| dc.subject.en | Spherical Brownian motions | |
| dc.title.en | On the separation cut-off phenomenon for Brownian motions on high dimensional spheres | |
| dc.type | Article de revue | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 2207.06052 | |
| bordeaux.journal | Bernoulli | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-03715965 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-03715965v1 | |
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