On Subexponential Mixing Rate for Markov Processes
From MaRDI portal
Publication:5700619
DOI10.1137/S0040585X97980841zbMath1090.60067MaRDI QIDQ5700619
Alexander Yu. Veretennikov, S. A. Klokov
Publication date: 28 October 2005
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97980841
60J25: Continuous-time Markov processes on general state spaces
60J05: Discrete-time Markov processes on general state spaces
Related Items
Exponential ergodicity for diffusions with jumps driven by a Hawkes process, SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS, Subgeometric ergodicity and β-mixing, Blackwell Optimality for Controlled Diffusion Processes, Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times, The normal approximation rate for the drift estimator of multidimensional diffusions, Infinite horizon stopping problems with (nearly) total reward criteria, Characterizations of overtaking optimality for controlled diffusion processes, Statistical inference for reciprocal gamma diffusion process, How hot can a heat bath get?, Nonparametric trend coefficient estimation for multidimensional diffusions, Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes, Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions