Article ID Journal Published Year Pages File Type
1157111 Stochastic Processes and their Applications 2006 14 Pages PDF
Abstract

Given an nn-tuple of independent processes, each converging at an exponential rate, conditions are given under which a cut-off occurs for the nn-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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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