On the separation cut-off phenomenon for Brownian motions on high dimensional spheres

DOI10.3150/23-BEJ1622arXiv2207.06052OpenAlexW4285483806WikidataQ128886565 ScholiaQ128886565MaRDI QIDQ6201837

Koléhè A. Coulibaly-Pasquier, Laurent Miclo, Marc Arnaudon

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.06052

zbMATH Keywords

hitting timesstrong stationary timesseparation discrepancysmall noise one-dimensional diffusionsspherical Brownian motions

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Total variation and separation cutoffs are not equivalent and neither one implies the other
• Strong stationary times via a new form of duality
• Total variation cutoff in birth-and-death chains
• Separation cut-offs for birth and death chains
• Precise estimates on the rate at which certain diffusions tend to equilibrium
• The cut-off phenomenon for Brownian motions on compact symmetric spaces
• The cutoff phenomenon in finite Markov chains.
• On the evolution by duality of domains on manifolds

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