Cut-off for n-tuples of exponentially converging processes

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.

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Year of publication:	2006
Authors:	Barrera, Javiera ; Lachaud, Béatrice ; Ycart, Bernard
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 116.2006, 10, p. 1433-1446
Publisher:	Elsevier
Keywords:	Cut-off Total variation distance Hellinger distance Chi-square distance Kullback distance Exponential convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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