Cutoff Thermalization for Ornstein-Uhlenbeck Systems with Small Levy Noise in the Wasserstein Distance: Cutoff Thermalization for Ornstein–Uhlenbeck Systems...

Gerardo Barrera, Michael A. Högele, Juan C. Pardo

Research output: Contribution to journalArticlepeer-review

Abstract

This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems with small additive Lévy noise and any nonzero initial value.
Original languageEnglish
Article number27
JournalJournal of Statistical Physics
Volume184
Issue number3
Number of pages54
ISSN0022-4715
DOIs
Publication statusPublished - Sep 2021
MoE publication typeA1 Journal article-refereed

Fields of Science

  • 111 Mathematics
  • Wasserstein distance
  • Nonnormal growth
  • Shift linearity of the Wasserstein distance
  • 112 Statistics and probability
  • The cutoff phenomenon
  • Abrupt convergence
  • Ornstein-Uhlenbeck processes
  • The cutoff phenomenon
  • Abrupt convergence
  • Ornstein-Uhlenbeck processes
  • Wasserstein distance
  • Nonnormal growth
  • Shift linearity of the Wasserstein distance
  • 1ST EXIT TIMES
  • REVERSIBLE DIFFUSION-PROCESSES
  • DIFFERENTIAL-EQUATIONS DRIVEN
  • SIMPLE EXCLUSION PROCESS
  • LARGE DEVIATIONS
  • EXPONENTIAL ERGODICITY
  • RANDOM PERTURBATIONS
  • RANDOM-WALKS
  • ISING-MODEL
  • METASTABILITY

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