Bounds for left and right window cutoffs

Javiera Barrera (1) , Bernard Ycart (2)

1 Facultad de Ingeniería y Ciencias [Santiago]
2 IPS - Inférence Processus Stochastiques

The location and width of the time window in which a sequence of processes converges to equilibrum are given under conditions of exponential convergence. The location depends on the side: the left-window and right window cutoffs may have different locations. Bounds on the distance to equilibrium are given for both sides. Examples prove that the bounds are tight.

Mots clés: cutoff; exponential ergodicity

Domaines: Probabilités [math.PR]

Javiera Barrera, Bernard Ycart. Bounds for left and right window cutoffs. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2014, 11 (2), pp.445-458. ⟨hal-00868836⟩