Résumé
This paper proves that the separation convergence toward the uniform distribution abruptly occurs at times around lnpnq{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 [1] to deduce the wanted cut-off phenomenon
Remplacé par
Marc Arnaudon, Koléhè Coulibaly-Pasquier et Laurent Miclo, « On the separation cut-off phenomenon for Brownian motions on high dimensional spheres », Bernoulli, 2024, à paraître.
Référence
Marc Arnaudon, Koléhè Coulibaly-Pasquier et Laurent Miclo, « On the separation cut-off phenomenon for Brownian motions on high dimensional spheres », TSE Working Paper, n° 24-1510, février 2024.
Voir aussi
Publié dans
TSE Working Paper, n° 24-1510, février 2024