On the sub-exponential mixing rate for a class of Markov diffusions (Q1781718)
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English | On the sub-exponential mixing rate for a class of Markov diffusions |
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On the sub-exponential mixing rate for a class of Markov diffusions (English)
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28 June 2005
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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''.
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diffusion process
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sub-exponential bound
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