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Abrupt convergence for generalized Ornstein-Uhlenbeck processes Pardo Millán, Juan Carlos


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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