Abstract
This paper provides an extended case study of the cutoff phenomenon for a prototypical class of nonlinear Langevin systems with a single stable state perturbed by an additive pure jump Lévy noise of small amplitude, where the driving noise process is of layered stable type.
Original language | English |
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Article number | 119 |
Journal | Electronic Journal of Probability |
Volume | 26 |
Pages (from-to) | 1-76 |
Number of pages | 76 |
ISSN | 1083-6489 |
DOIs | |
Publication status | Published - 2021 |
MoE publication type | A1 Journal article-refereed |
Fields of Science
- 112 Statistics and probability
- Cutoff phenomenon
- Abrupt thermalization
- Exponential ergodicity
- Stable Lévy processes
- Local limit theorem
- Nonlinear coupling
- Short coupling
- Total variation distance