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Cut-off for n-tuples of exponentially converging processes

Author

Listed:
  • Barrera, Javiera
  • Lachaud, Béatrice
  • Ycart, Bernard

Abstract

Given an n-tuple of independent processes, each converging at an exponential rate, conditions are given under which a cut-off occurs for the n-tuple, when the convergence is measured by different distances between probability distributions. More precise estimates and explicit examples are given for the case of i.i.d. coordinates.

Suggested Citation

  • Barrera, Javiera & Lachaud, Béatrice & Ycart, Bernard, 2006. "Cut-off for n-tuples of exponentially converging processes," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1433-1446, October.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:10:p:1433-1446
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    References listed on IDEAS

    as
    1. B. Ycart, 2000. "Stopping Tests for Markov Chain Monte-Carlo Methods," Methodology and Computing in Applied Probability, Springer, vol. 2(1), pages 23-36, April.
    2. Alison L. Gibbs & Francis Edward Su, 2002. "On Choosing and Bounding Probability Metrics," International Statistical Review, International Statistical Institute, vol. 70(3), pages 419-435, December.
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    Cited by:

    1. Laurent Miclo & Pierre Patie, 2021. "On interweaving relations," Post-Print hal-03159496, HAL.
    2. Chen, Guan-Yu & Kumagai, Takashi, 2018. "Cutoffs for product chains," Stochastic Processes and their Applications, Elsevier, vol. 128(11), pages 3840-3879.
    3. Diédhiou, Alassane & Ngom, Papa, 2009. "Cutoff time based on generalized divergence measure," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1343-1350, May.
    4. Barrera, Gerardo, 2021. "Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 168(C).

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