Profile cut-off phenomenon for the ergodic Feller root process
Abstract
The present manuscript is devoted to the study of the convergence to equilibrium as the noise intensity 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 , and are constants, and 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 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.
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