Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
Sign Up to like & getrecommendations! Published in 2020 at "Electronic Journal of Probability"
DOI: 10.1214/20-ejp417
Abstract: In this paper, we study the cut-off phenomenon of $d$-dimensional Ornstein-Uhlenbeck processes which are driven by Levy processes under the total variation distance. To be more precise, we prove the abrupt convergence under the total… read more here.
Keywords: driven processes; uhlenbeck processes; phenomenon ornstein; cut phenomenon ... See more keywords