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SUMMARY:Michael Högele (Universidad de los Andes)
DTSTART:20210511T140000Z
DTEND:20210511T150000Z
DTSTAMP:20260423T052708Z
UID:POSemP/4
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/POSemP/4/">C
 utoff thermalization for Ornstein-Uhlenbeck system swith small Lévy noise
  in the Wasserstein distance</a>\nby Michael Högele (Universidad de los A
 ndes) as part of Pisa Online Seminar in Probability\n\n\nAbstract\nThis ta
 lk presents recent results on cutoff thermalization (also known as the cut
 off phenomenon) for a general class of asymptotically exponentially stable
  Ornstein-Uhlenbeck systems under ε-small additive Lévy noise. The drivi
 ng noise processes include Brownian motion\, α-stable Lévy flights\, fin
 ite intensity compound Poisson processes and red noises and may be highly 
 degenerate. Window cutoff thermalization is shown under generic mild assum
 ptions\, that is\, we see an asymptotically sharp ∞/0-collapse of the re
 normalized Wasserstein distance from the current state to the equilibrium 
 measure μ^ε along a time window centered in a precise ε-dependent time 
 scale t_ε . In many interesting situations such as reversible (Lévy) dif
 fusions it is possible to prove the existence of an explicit\, universal\,
  deterministic cutoff thermalization profile. The existence of this limit 
 is characterized by the absence of non-normal growth patterns in terms of 
 an orthogonality condition on a computable family of generalized eigenvect
 ors of the matrix Q. With this piece of theory at hand this article provid
 es a complete discussion of the cutoff phenomenon for the classical linear
  oscillator with friction subject to ε-small Brownian motion or α-stable
  Lévy flights. Furthermore\, we cover the highly degenerate case of a lin
 ear chain of oscillators in a generalized heat bath at low temperature.\n
LOCATION:https://researchseminars.org/talk/POSemP/4/
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