Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems

DOI10.1007/s10955-016-1468-1zbMath1364.37116arXiv1511.00003OpenAlexW2266078143MaRDI QIDQ288202

Milton D. Jara, Gerardo Barrera

Publication date: 25 May 2016

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

Full work available at URL: https://arxiv.org/abs/1511.00003

zbMATH Keywords

Brownian motiontotal variation distancecut-off phenomenonperturbed dynamical system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Generation, random and stochastic difference and differential equations (37H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (10)

Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Thermalisation for small random perturbations of dynamical systems ⋮ Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise ⋮ Optimal total variation bounds for stochastic differential delay equations with small noises ⋮ The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise ⋮ 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 ⋮ Abrupt convergence for a family of Ornstein-Uhlenbeck processes ⋮ Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems

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