On the separation cut-off phenomenon for Brownian motions on high dimensional spheres

DOI10.3150/23-BEJ1622MaRDI QIDQ6201837zbMATH OpenOpenAlexWikidataFDO

Authors Marc Arnaudon, Koléhè A. Coulibaly-Pasquier, Laurent Miclo

Publication date 26 March 2024

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2207.06052, https://projecteuclid.org/journals/bernoulli/volume-30/issue-2/On-the-separation-cut-off-phenomenon-for-Brownian-motions-on/10.3150/23-BEJ1622.full

zbMATH Keywords

hitting timesstrong stationary timesseparation discrepancysmall noise one-dimensional diffusionsspherical Brownian motions

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistical mechanics, structure of matter (82-XX)

Abstract: This note proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. 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 a privious article by the authors to deduce the wanted cut-off phenomenon.

Cites work

• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• On the evolution by duality of domains on manifolds
• Precise estimates on the rate at which certain diffusions tend to equilibrium
• Separation cut-offs for birth and death chains
• Strong stationary times via a new form of duality
• The cut-off phenomenon for Brownian motions on compact symmetric spaces
• The cutoff phenomenon in finite Markov chains.
• Total variation and separation cutoffs are not equivalent and neither one implies the other
• Total variation cutoff in birth-and-death chains

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