English

Profile cut-off phenomenon for the ergodic Feller root process

Probability 2025-02-11 v4

Abstract

The present manuscript is devoted to the study of the convergence to equilibrium as the noise intensity ε>0\varepsilon>0 tends to zero for ergodic random systems out of equilibrium of the type \begin{align*} \mathrm{d} X^{\varepsilon}_t(x) = (\mathfrak{b}-\mathfrak{a} X^{\varepsilon}_t(x))\mathrm{d} t+\varepsilon \sqrt{X^{\varepsilon}_t(x)}\mathrm{d} B_t, \quad X^{\varepsilon}_0(x) = x, \quad t\geqslant 0, \end{align*} where x0x\geqslant 0, a>0\mathfrak{a}>0 and b>0\mathfrak{b}>0 are constants, and (Bt)t0(B_t)_{t \geqslant 0} is a one dimensional standard Brownian motion. More precisely, we show the strongest notion of asymptotic profile cut-off phenomenon in the total variation distance and in the renormalized Wasserstein distance when ε\varepsilon tends to zero with explicit cut-off time, explicit time window, and explicit profile function. In addition, asymptotics of the so-called mixing times are given explicitly.

Keywords

Cite

@article{arxiv.2402.15457,
  title  = {Profile cut-off phenomenon for the ergodic Feller root process},
  author = {Gerardo Barrera and Liliana Esquivel},
  journal= {arXiv preprint arXiv:2402.15457},
  year   = {2025}
}

Comments

38 pages. Typos corrected. Affiliations updated

R2 v1 2026-06-28T14:58:32.604Z