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
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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) |
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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 |