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

Facultad de Ingeniería y Ciencias

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

20 Citas (Scopus)

Resumen

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.

Idioma original	Inglés
Páginas (desde-hasta)	1433-1446
Número de páginas	14
Publicación	Stochastic Processes and their Applications
Volumen	116
N.º	10
DOI	https://doi.org/10.1016/j.spa.2006.03.003
Estado	Publicada - oct. 2006

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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.",

year = "2006",

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doi = "10.1016/j.spa.2006.03.003",

language = "English",

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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

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U2 - 10.1016/j.spa.2006.03.003

DO - 10.1016/j.spa.2006.03.003

M3 - Article

AN - SCOPUS:33748128012

SN - 0304-4149

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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

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