Tools
Tools
Arnaudon, Marc
, Coulibaly-Pasquier, Abdoulaye Koléhè and Miclo, Laurent
(2024)
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres.
TSE Working Paper, n. 24-1510, Toulouse
There is a more recent version of this item available.
Preview |
Text
Download (551kB) | Preview |
Official URL : http://tse-fr.eu/pub/129124
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: | 30 Apr 2024 12:22 |
| OAI Identifier: | oai:tse-fr.eu:129124 |
| URI: | https://publications.ut-capitole.fr/id/eprint/48678 |
Available Versions of this Item
- On the separation cut-off phenomenon for Brownian motions on high dimensional spheres. (deposited 22 Feb 2024 09:49) [Currently Displayed]
