On the sub-exponential mixing rate for a class of Markov diffusions (Q1781718)

From MaRDI portal
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
    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

    Identifiers