On the separation cut-off phenomenon for Brownian motions on high dimensional spheres - Archive ouverte HAL
Article Dans Une Revue Bernoulli Année : 2023

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

Résumé

This article proves that the separation convergence towards 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 a previous article by the authors to deduce the wanted cut-off phenomenon.
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Dates et versions

hal-03715965 , version 1 (13-07-2022)

Identifiants

Citer

Marc Arnaudon, Koléhé Abdoulaye Coulibaly-Pasquier, Laurent Miclo. On the separation cut-off phenomenon for Brownian motions on high dimensional spheres. Bernoulli, In press, ⟨10.3150/23-bej1622⟩. ⟨hal-03715965⟩
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