Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance

DOI10.1007/s10955-021-02815-0zbMath1473.60067arXiv2009.10590OpenAlexW3198798353MaRDI QIDQ820883

Juan Carlos Pardo, Gerardo Barrera, Michael A. Högele

Publication date: 28 September 2021

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.10590

zbMATH Keywords

cutoff phenomenonOrnstein-Uhlenbeck processesWasserstein distanceabrupt convergencenonnormal growthshift linearity of Wasserstein distance

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise, The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise, The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise

Uses Software

• Eigtool

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