On the sub-exponential mixing rate for a class of Markov diffusions (Q1781718): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Alexander Yu. Veretennikov / rank | |||
Property / author | |||
Property / author: Alexander Yu. Veretennikov / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1023/b:joth.0000036322.50269.39 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1990105479 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 09:25, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the sub-exponential mixing rate for a class of Markov diffusions |
scientific article |
Statements
On the sub-exponential mixing rate for a class of Markov diffusions (English)
0 references
28 June 2005
0 references
The authors prove sub-exponential bounds on the \(\beta\)-mixing rate of convergence to the invariant measure for one-dimensional diffusions with a unit diffusion coefficient. They state that a generalization to the finite-dimensional, nonunit diffusion case is possible. The results of the paper improve upon those of \textit{M. N. Malyshkin} [Theory Probab. Appl. 45, No.~3, 466--479 (2000); translation from Teor. Veroyatn. Primen. 45, No. 3, 489--504 (2000; Zbl 0994.60062)]. To obtain the bounds, the authors use the method of ``quasi-Lyapunov functions''.
0 references
diffusion process
0 references
sub-exponential bound
0 references