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math.PR2023★ 2 cited
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…
math.PR2023
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…