Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
From MaRDI portal
Publication:2184573
DOI10.1214/20-EJP417zbMath1468.60057arXiv1812.07184MaRDI QIDQ2184573
Gerardo Barrera, Juan Carlos Pardo
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.07184
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Stationary stochastic processes (60G10)
Related Items
Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes ⋮ The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise ⋮ Universal cutoff for Dyson Ornstein Uhlenbeck process ⋮ 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 ⋮ Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
- The cutoff profile for the simple exclusion process on the circle
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
- Splitting at backward times in regenerative sets
- Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- Cut-off and exit from metastability: Two sides of the same coin
- Cutoff phenomena for random walks on random regular graphs
- The cutoff phenomenon for ergodic Markov processes
- Absolute continuity of operator-self-decomposable distributions on \(R^ n\)
- On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
- Ergodic properties of generalized Ornstein-Uhlenbeck processes
- Embedding a stochastic difference equation into a continuous-time process
- Present value distributions with applications to ruin theory and stochastic equations
- Abrupt convergence for a family of Ornstein-Uhlenbeck processes
- Abrupt convergence and escape behavior for birth and death chains
- Ergodic behavior of Markov processes. With applications to limit theorems
- Decay rates and cutoff for convergence and hitting times of Markov chains with countably infinite state space
- Ornstein–Uhlenbeck–Cauchy process
- Superposition of Ornstein--Uhlenbeck Type Processes
- Bounds for left and right window cutoffs
- Fractional Integrals and Extensions of Selfdecomposability
- Shuffling Cards and Stopping Times
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
- The cutoff phenomenon in finite Markov chains.
- Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average
- Lévy's probability measures on Euclidean spaces
- Exponential functionals of Brownian motion and related processes
