Cut-off for n-tuples of exponentially converging processes

Javiera Barrera, Béatrice Lachaud and Bernard Ycart

Stochastic Processes and their Applications, 2006, vol. 116, issue 10, 1433-1446

Abstract: 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.

Keywords: Cut-off; Total; variation; distance; Hellinger; distance; Chi-square; distance; Kullback; distance; Exponential; convergence (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (4)

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