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Abrupt convergence for generalized Ornstein-Uhlenbeck processes Pardo Millán, Juan Carlos
Description
In this talk, we study the cut-off phenomenon for a family of d-dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Under some suitable conditions on the drift matrix and the Lévy measure of the driven processes present a profile cut-off with respect to the total variation distance. This is a joint work with Gerardo Barrera
Item Metadata
Title |
Abrupt convergence for generalized Ornstein-Uhlenbeck processes
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2016-11-07T09:00
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Description |
In this talk, we study the cut-off phenomenon for a family of d-dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Under some suitable conditions on the drift matrix and the Lévy measure of the driven processes present a profile cut-off with respect to the total variation distance. This is a joint work with Gerardo Barrera
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Extent |
28 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: Centro de Investigación en Matemáticas
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Series | |
Date Available |
2017-06-17
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0348323
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International