Cut-off for n-tuples of exponentially converging processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:116

Article

Barrera, Javiera ; Lachaud, Beatrice ; Ycart, Bernard

关键词: cut-off;    total variation distance;    Hellinger distance;    chi-square distance;    Kullback distance;    exponential convergence;   

DOI  :  10.1016/j.spa.2006.03.003

来源: Elsevier

【 摘 要 】

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. (C) 2006 Elsevier B.V.. All rights reserved.

【 授权许可】

Free