The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise

نویسندگان

چکیده

This paper provides an extended case study of the cutoff phenomenon for a prototypical class nonlinear Langevin systems with single stable state perturbed by additive pure jump L\'evy noise small amplitude $\varepsilon>0$, where driving process is layered type. Under drift coercivity condition associated family processes $X^\varepsilon$ turns out to be exponentially ergodic equilibrium distribution $\mu^{\varepsilon}$ in total variation distance which extends result from Peng and Zhang (2018) arbitrary polynomial moments. The main results establish respect variation, under sufficient smoothing Blumenthal-Getoor index $\alpha>3/2$. That say, this setting we identify deterministic time scale $\mathfrak{t}_{\varepsilon}^{\mathrm{cut}}$ satisfying $\mathfrak{t}_ \varepsilon^{\mathrm{cut}} \rightarrow \infty$, as $\varepsilon 0$, respective window, $\mathfrak{t}_\varepsilon^{\mathrm{cut}} \pm o(\mathfrak{t}_\varepsilon^{\mathrm{cut}})$, during between current its essentially collapses $\varepsilon$ tends zero. In addition, extend dynamical characterization latter can described convergence such unique profile function first established Barrera Jara (2020) drift. leads conditions, verified examples, gradient subject symmetric $\alpha$-stable proof techniques differ completely Gaussian due absence Girsanov transforms couple equation linear approximation asymptotically even short times.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonlinear total variation based noise removal algorithms

A constrained optimization type of numerical algorithm for removing noise from images is presented. The total variation of the image is minimized subject to constraints involving the statistics of the noise. The constraints are imposed using Lagrange multipliers. The solution is obtained using the gradient-projection method. This amounts to solving a time dependent partial differential equation...

متن کامل

Total variation cutoff in a tree

We construct a family of trees on which a lazy simple random walk exhibits total variation cutoff. The main idea behind the construction is that hitting times of large sets should be concentrated around their means. For this sequence of trees we compute the mixing time, the relaxation time and the cutoff window.

متن کامل

Stable Rough Extreme Learning Machines for the Identification of Uncertain Continuous-Time Nonlinear Systems

‎Rough extreme learning machines (RELMs) are rough-neural networks with one hidden layer where the parameters between the inputs and hidden neurons are arbitrarily chosen and never updated‎. ‎In this paper‎, ‎we propose RELMs with a stable online learning algorithm for the identification of continuous-time nonlinear systems in the presence of noises and uncertainties‎, ‎and we prove the global ...

متن کامل

The cutoff phenomenon for randomized riffle shuffles

We study the cutoff phenomenon for generalized riffle shuffles where, at each step, the deck of cards is cut into a random number of packs of multinomial sizes which are then riffled together.

متن کامل

The cutoff phenomenon for ergodic Markov processes

We consider the cutoff phenomenon in the context of families of ergodic Markov transition functions. This includes classical examples such as families of ergodic finite Markov chains and Brownian motion on families of compact Riemannian manifolds. We give criteria for the existence of a cutoff when convergence is measured in L-norm, 1 < p < ∞. This allows us to prove the existence of a cutoff i...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2021

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/21-ejp685