Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes (Q2184573)

The term ``cut-off phenomenon'' was introduced by \textit{D. Aldous} and \textit{P. Diaconis} [Am. Math. Mon. 93, 333--348 (1986; Zbl 0603.60006)] to describe the phenomenon of drastic convergence to the equilibrium of Markov chains models related to card shuffling. The paper under review studied the cut-off phenomenon under the total variation distance of \(d\)-dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. The latter is defined as the unique strong solution of the following SDE \[ dX_t^{(\varepsilon)}=-QX_t^{(\varepsilon)}dt+\sqrt{\varepsilon}d\xi_t,\ \mbox{for}\ t>0,\\ X_0^{(\varepsilon)}=x_0\in \mathbb{R}^d\backslash \{0\}, \] where \(Q\) is a \(d\)-squared real matrix whose eigenvalues have positive real parts, \(\xi=(\xi_t,t\geq 0)\) denotes a \(d\)-dimensional Lévy process and \(\varepsilon>0\). The cut-off phenomenon for the average and superposition processes were also studied.