The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
DOI10.1214/21-EJP685zbMath1482.37009arXiv2011.10806MaRDI QIDQ2243931
Gerardo Barrera, Michael A. Högele, Juan Carlos Pardo
Publication date: 11 November 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.10806
Lévy processesHölder continuitycutoff phenomenonlocal limit theoremcharacteristic exponenttotal variation distanceexponential ergodicitynonlinear couplingabrupt thermalizationshort couplingSlutsky's lemma
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Numerical solutions to stochastic differential and integral equations (65C30) Stable stochastic processes (60G52)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
- Absolute continuity for some one-dimensional processes
- On the existence and explicit estimates for the coupling property of Lévy processes with drift
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
- On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes
- Entropy-driven cutoff phenomena
- Malliavin matrix of degenerate SDE and gradient estimate
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
- Cut-off for \(n\)-tuples of exponentially converging processes
- On layered stable processes
- Tempering stable processes
- Cut-off and exit from metastability: Two sides of the same coin
- Local Lyapunov exponents. Sublimiting growth rates of linear random differential equations
- Exponential ergodicity of the solutions to SDE's with a jump noise
- The cutoff phenomenon for ergodic Markov processes
- Strong uniform times and finite random walks
- Asymptotic expansions of the invariant density of a Markov process with a small parameter
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Trailing the dovetail shuffle to its lair
- Inequalities for differential and integral equations
- Study of a SPDE driven by a Poisson noise
- Smooth density and its short time estimate for jump process determined by SDE
- Cutoff at the ``entropic time for sparse Markov chains
- Applications of pathwise Burkholder-Davis-Gundy inequalities
- On the existence of smooth densities for jump processes
- Existence of densities for stable-like driven SDEs with Hölder continuous coefficients
- Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
- Exponential ergodicity for SDEs under the total variation
- Abrupt convergence for a family of Ornstein-Uhlenbeck processes
- Wasserstein upper bounds of the total variation for smooth densities
- Characterization of cutoff for reversible Markov chains
- Cutoff for nonbacktracking random walks on sparse random graphs
- Spectral gap of sparse bistochastic matrices with exchangeable rows
- Exponential mixing under controllability conditions for \textsc{sde}s driven by a degenerate Poisson noise
- Supercritical percolation on nonamenable graphs: isoperimetry, analyticity, and exponential decay of the cluster size distribution
- On the coercivity of continuously differentiable vector fields
- Cutoff for the mean-field zero-range process with bounded monotone rates
- Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
- Cutoff for the square plaquette model on a critical length scale
- The cut-off phenomenon for Brownian motions on compact symmetric spaces
- Sticky couplings of multidimensional diffusions with different drifts
- Comparing mixing times on sparse random graphs
- Jump SDEs and the study of their densities. A self-study book
- Ergodic behavior of Markov processes. With applications to limit theorems
- Random walk on sparse random digraphs
- Cutoff phenomenon for the asymmetric simple exclusion process and the biased card shuffling
- Probability theory. A comprehensive course.
- Regularity of density for SDEs driven by degenerate Lévy noises
- Thermalisation for small random perturbations of dynamical systems
- Decay rates and cutoff for convergence and hitting times of Markov chains with countably infinite state space
- Stochastic Analysis and Diffusion Processes
- Bounds for left and right window cutoffs
- Random Perturbations of Dynamical Systems
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Asymptotic analysis of a random walk on a hypercube with many dimensions
- Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
- Shuffling Cards and Stopping Times
- Some Useful Functions for Functional Limit Theorems
- Cutoff for samples of Markov chains
- How many shuffles to randomize a deck of cards?
- Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
- The cutoff phenomenon in finite Markov chains.
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average
- Combinatorial methods in density estimation
This page was built for publication: The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise