Abrupt convergence for a family of Ornstein-Uhlenbeck processes

DOI10.1214/16-BJPS337zbMATH Open1404.60109OpenAlexW2790519081WikidataQ130160429 ScholiaQ130160429MaRDI QIDQ1994035FDOQ1994035

Authors: Gerardo Barrera 

Publication date: 6 November 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1520046140

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zbMATH Keywords

Ornstein-Uhlenbeck processestotal variation distancecut-off phenomenon

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Diffusion processes (60J60)

Cites Work

• Shuffling Cards and Stopping Times
• On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
• Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
• Bounds for left and right window cutoffs
• Title not available (Why is that?)
• The cutoff phenomenon in finite Markov chains.
• Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average
• Cut-off for \(n\)-tuples of exponentially converging processes

Cited In (6)

• Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
• Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
• A switch convergence for a small perturbation of a linear recurrence equation
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• Thermalisation for small random perturbations of dynamical systems
• Universal cutoff for Dyson Ornstein Uhlenbeck process

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