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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorARNAUDON, Marc
hal.structure.identifierInstitut Élie Cartan de Lorraine [IECL]
dc.contributor.authorCOULIBALY-PASQUIER, Koléhé Abdoulaye
hal.structure.identifierToulouse School of Economics [TSE-R]
dc.contributor.authorMICLO, Laurent
dc.date2023
dc.date.accessioned2024-04-04T02:41:00Z
dc.date.available2024-04-04T02:41:00Z
dc.date.issued2023
dc.identifier.issn1350-7265
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191110
dc.description.abstractEnThis 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.sponsorshipToulouse Graduate School défis en économie et sciences sociales quantitatives - ANR-17-EURE-0010
dc.language.isoen
dc.publisherBernoulli Society for Mathematical Statistics and Probability
dc.subject.enStrong stationary times
dc.subject.enSeparation discrepancy
dc.subject.enHitting times
dc.subject.enSmall noise one-dimensional diffusions
dc.subject.enSpherical Brownian motions
dc.title.enOn the separation cut-off phenomenon for Brownian motions on high dimensional spheres
dc.typeArticle de revue
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.identifier.arxiv2207.06052
bordeaux.journalBernoulli
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-03715965
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-03715965v1
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