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Arnaudon, Marc
, Coulibaly-Pasquier, Abdoulaye Koléhè and Miclo, Laurent
ORCID: https://orcid.org/0000-0001-5502-2862
(2024)
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres.
TSE Working Paper, n. 24-1510, Toulouse
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Abstract
This paper proves that the separation convergence toward the uniform distribution abruptly occurs at times around lnpnq{n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension. 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 [1] to deduce the wanted cut-off phenomenon.
| Item Type: | Monograph (Working Paper) |
|---|---|
| Language: | English |
| Date: | February 2024 |
| Place of Publication: | Toulouse |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Institution: | Université Toulouse Capitole |
| Site: | UT1 |
| Date Deposited: | 22 Feb 2024 09:49 |
| Last Modified: | 15 Dec 2025 09:00 |
| OAI Identifier: | oai:tse-fr.eu:129124 |
| URI: | https://publications.ut-capitole.fr/id/eprint/48678 |
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- On the separation cut-off phenomenon for Brownian motions on high dimensional spheres. (deposited 22 Feb 2024 09:49) [Currently Displayed]
