Abrupt convergence for a family of Ornstein-Uhlenbeck processes

DOI10.1214/16-BJPS337zbMath1404.60109OpenAlexW2790519081WikidataQ130160429 ScholiaQ130160429MaRDI QIDQ1994035

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

zbMATH Keywords

Ornstein-Uhlenbeck processestotal variation distancecut-off phenomenon

Mathematics Subject Classification ID

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

Related Items

Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes, Thermalisation for small random perturbations of dynamical systems, Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes, Universal cutoff for Dyson Ornstein Uhlenbeck process, 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

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