Videos

Aspects of the Cutoff Phenomenon for Diffusions

Presenter
September 14, 2024
Abstract
The cutoff phenomenon, conceptualized in the context of finite Markov chains, states that for certain linear evolution equations, started from a point, the distance towards a long time equilibrium may become more and more abrupt in high dimensional state spaces and for certain choices of initial conditions. This can be seen as a critical competition between trend to equilibrium and initial condition. This talk is about the cutoff phenomenon for few classes of linear and nonlinear diffusions.