5 citations · 8 across the 5 of their papers we have counts for
8 papers
Ergodicity bounds for stable Ornstein-Uhlenbeck systems in Wasserstein distance with applications to cutoff stability
Gerardo Barrera, Michael A. Högele
This article establishes cutoff stability also known as abrupt thermalization for generic multidimensional Hurwitz stable Ornstein-Uhlenbeck systems with (possibly degenerate) Lévy…
Deviation frequencies of Brownian path property approximations
Michael A. Högele, Alexander Steinicke
This case study proposes a.s.~convergence quantifications of many classical sample path property approximations of Brownian motion in terms of the tradeoff between a.s.~rates and t…
Cutoff stability of multivariate geometric Brownian motion
G. Barrera, M. A. Högele, J. C. Pardo
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation f…
Moment estimates in the first Borel-Cantelli Lemma with applications to mean deviation frequencies
Luisa F. Estrada, Michael A. Högele
We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mea…
The cutoff phenomenon for the stochastic heat and the wave equation subject to small Lévy noise
G. Barrera, M. A. Högele, J. C. Pardo
This article generalizes the small noise cutoff phenomenon to the strong solutions of the stochastic heat equation and the damped stochastic wave equation over a bounded domain sub…
The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
G. Barrera, Michael A. Högele, J. C. Pardo
This paper provides an extended case study of the cutoff phenomenon for a prototypical class of nonlinear Langevin systems with a single stable state perturbed by an additive pure…