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

被引:1
|
作者
Arnaudon, Marc [1 ,2 ]
Coulibaly-pasquier, Kolehe [3 ,4 ]
Miclo, Laurent [5 ,6 ,7 ]
机构
[1] Univ Bordeaux, Inst Math Bordeaux, CNRS, Bordeaux, France
[2] INP Bordeaux, Bordeaux, France
[3] Univ Lorraine, Inst Elie Cartan Lorraine, Nancy, France
[4] CNRS, Nancy, France
[5] CNRS, Toulouse Sch Econ, Toulouse, France
[6] CNRS, Inst Math Toulouse, Toulouse, France
[7] Univ Toulouse, Toulouse, France
关键词
Hitting times; separation discrepancy; small noise one-dimensional diffusions; spherical Brownian; motions; strong stationary times;
D O I
10.3150/23-BEJ1622
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper proves that the separation convergence toward the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a new and elementary perturbative approach for estimating hitting times in a small noise context. The quantitative estimates thus obtained are applied to the strong stationary times constructed in (Arnaudon, Coulibaly-Pasquier and Miclo (2020)) to deduce the wanted cut-off phenomenon.
引用
收藏
页码:1007 / 1028
页数:22
相关论文
共 50 条
  • [1] The Cut-off Phenomenon for Brownian Motions on Compact Symmetric Spaces
    Pierre-Loïc Méliot
    Potential Analysis, 2014, 40 : 427 - 509
  • [2] The Cut-off Phenomenon for Brownian Motions on Compact Symmetric Spaces
    Meliot, Pierre-Loic
    POTENTIAL ANALYSIS, 2014, 40 (04) : 427 - 509
  • [3] The cut-off phenomenon for random reflections
    Porod, U
    ANNALS OF PROBABILITY, 1996, 24 (01): : 74 - 96
  • [4] No cut-off phenomenon for the “Insect Markov chain”
    Daniele D’Angeli
    Alfredo Donno
    Monatshefte für Mathematik, 2009, 156 : 201 - 210
  • [5] No cut-off phenomenon for the "Insect Markov chain"
    D'Angeli, Daniele
    Donno, Alfredo
    MONATSHEFTE FUR MATHEMATIK, 2009, 156 (03): : 201 - 210
  • [6] A high vacuum cut-off
    Schmitt, OH
    REVIEW OF SCIENTIFIC INSTRUMENTS, 1937, 8 : 68 - 69
  • [7] A HIGH VACUUM CUT-OFF
    SERFASS, EJ
    MURACA, RF
    REVIEW OF SCIENTIFIC INSTRUMENTS, 1945, 16 (08): : 225 - 225
  • [8] On the cut-off phenomenon for the transitivity of randomly generated subgroups
    Galligo, Andre
    Miclo, Laurent
    RANDOM STRUCTURES & ALGORITHMS, 2012, 40 (02) : 182 - 219
  • [9] Deep Limits and a Cut-Off Phenomenon for Neural Networks
    Avelin, Benny
    Karlsson, Anders
    Journal of Machine Learning Research, 2022, 23
  • [10] Deep Limits and a Cut-Off Phenomenon for Neural Networks
    Avelin, Benny
    Karlsson, Anders
    JOURNAL OF MACHINE LEARNING RESEARCH, 2022, 23