The present manuscript is devoted to the study of the convergence to equilibrium as the noise intensity tends to zero for ergodic random systems out of equilibrium of the type \begin{align*} X^{\varepsilon}_t(x) = (\mathfrak{b}-\mathfrak{a} X^{\varepsilon}_t(x)) t+\varepsilon \sqrt{X^{\varepsilon}_t(x)} B_t, \quad X^{\varepsilon}_0(x) = x, \quad t\geqslant 0, \end{align*} where , and are constants, and is a one dimensional standard Brownian motion. More precisely, we show the strongest notion of asymptotic profile cut-off phenomenon in the total variation distance and in the renormalized Wasserstein distance when tends to zero with explicit cut-off time, explicit time window, and explicit profile function. In addition, asymptotics of the so-called mixing times are given explicitly.

生成讲解博客的中文版本

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