概率论系列报告（讨论班）——Abrupt convergence for generalized Ornstein-Uhlenbeck processes
主 题: 概率论系列报告（讨论班）——Abrupt convergence for generalized Ornstein-Uhlenbeck processes
报告人: Professor Juan Carlos Pardo Millán (Centro de Investigación en Matemáticas Mexico)
时 间: 2017-10-16 15:00-16:00
地 点: 理科1号楼1303
Abstract: In this talk, we study the cut-off phenomenon for a family of d-dimensional Ornstein-Uhlenbeck processes driven by L\'evy processes. Under some suitable conditions on the drift matrix and the L\'evy measure of the driven process, we obtain that the generalized Ornstein-Uhlenbeck process has a profile cut-off with respect to the total variation distance.
This is a joint work with Gerardo Barrera (University of Alberta).