Cut-off for n-tuples of exponentially converging processes

Javiera Barrera; Béatrice Lachaud; Bernard Ycart

doi:10.1016/j.spa.2006.03.003

Cut-off for n-tuples of exponentially converging processes

Javiera Barrera, Béatrice Lachaud, Bernard Ycart

Faculty of Engineering and Science

Research output: Contribution to journal › Article › peer-review

22 Scopus citations

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.

Original language	English
Pages (from-to)	1433-1446
Number of pages	14
Journal	Stochastic Processes and their Applications
Volume	116
Issue number	10
DOIs	https://doi.org/10.1016/j.spa.2006.03.003
State	Published - Oct 2006

Keywords

Chi-square distance
Cut-off
Exponential convergence
Hellinger distance
Kullback distance
Total variation distance

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10.1016/j.spa.2006.03.003

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title = "Cut-off for n-tuples of exponentially converging processes",

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.",

keywords = "Chi-square distance, Cut-off, Exponential convergence, Hellinger distance, Kullback distance, Total variation distance",

author = "Javiera Barrera and B{\'e}atrice Lachaud and Bernard Ycart",

note = "Funding Information: J. Barrera acknowledges support from Programa Cientifico Milenio P01-005, and a CONICYT Ph.D. fellowship.",

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T1 - Cut-off for n-tuples of exponentially converging processes

AU - Barrera, Javiera

AU - Lachaud, Béatrice

AU - Ycart, Bernard

N1 - Funding Information: J. Barrera acknowledges support from Programa Cientifico Milenio P01-005, and a CONICYT Ph.D. fellowship.

PY - 2006/10

Y1 - 2006/10

N2 - 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.

AB - 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.

KW - Chi-square distance

KW - Cut-off

KW - Exponential convergence

KW - Hellinger distance

KW - Kullback distance

KW - Total variation distance

UR - http://www.scopus.com/inward/record.url?scp=33748128012&partnerID=8YFLogxK

U2 - 10.1016/j.spa.2006.03.003

DO - 10.1016/j.spa.2006.03.003

M3 - Article

AN - SCOPUS:33748128012

SN - 0304-4149

VL - 116

SP - 1433

EP - 1446

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 10

ER -

Cut-off for n-tuples of exponentially converging processes

Abstract

Keywords

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