On convergence of 1D Markov diffusions to heavy-tailed invariant density (Q4966582)
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scientific article; zbMATH DE number 7073819
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| English | On convergence of 1D Markov diffusions to heavy-tailed invariant density |
scientific article; zbMATH DE number 7073819 |
Statements
26 June 2019
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1D diffusion
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invariant distribution
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heavy tails
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fast convergence
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0.7473074197769165
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0.7458459734916687
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0.7371941208839417
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0.7350162267684937
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