On Subexponential Mixing Rate for Markov Processes

DOI10.1137/S0040585X97980841MaRDI QIDQ5700619zbMATH OpenOpenAlexFDO

Authors S. A. Klokov, A. Yu. Veretennikov

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

zbMATH Keywords

convergence to the equilibrium

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(16)

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• On subordinators, self-similar Markov processes and some factorizations of the exponential variable
• Nonparametric trend coefficient estimation for multidimensional diffusions
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• Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes
• Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions
• Exponential ergodicity for diffusions with jumps driven by a Hawkes process
• SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS
• Subgeometric ergodicity and -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
• Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
• Infinite horizon stopping problems with (nearly) total reward criteria

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