Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes
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DOI: 10.1016/j.spl.2020.108954
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- 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.
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Keywords
Cutoff phenomenon; Extreme value distributions; Stable distribution; Total variation distance;All these keywords.
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