The cut-off phenomenon for Brownian motions on compact symmetric spaces
The authors prove the cut-off phenomenon in total variation distance for the Brownian motion traced on the classical symmetric spaces of compact type, among which there are: the classical simple compact Lie groups (special orthogonal groups \(S(n)\), special unitary groups \(\mathrm{SU}(n)\) and compact symplectic groups \(U\mathrm{Sp}(n)\)); various real, complex and quaternionic Grassmanian varieties and various spaces of real, complex and quaternionic structures. Denoting by \(\mu_t\) the law of the Brownian motion at time \(t\), the explicit lower bounds for \(d_{TV}(\mu_t,\mathrm{Haar})\) are found if \(t<t_{\text{cut-off}}=\alpha\, \log\, n\), and explicit upper bounds if \(t>t_{\text{cut-off}}\) are found. The paper contains detailed explanation of preliminaries and results.
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