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On the separation cut-off phenomenon for Brownian motions on high dimensional spheres (2207.06052v1)
Published 13 Jul 2022 in math.PR
Abstract: This note proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a new and elementary perturbative approach for estimating hitting times in a small noise context. The quantitative estimates thus obtained are applied to the strong stationary times constructed in a privious article by the authors to deduce the wanted cut-off phenomenon.