On the speed of convergence of multidimensional diffusions to equilibrium

DOI10.1142/S0219493712003638MaRDI QIDQ2888808zbMATH OpenOpenAlexFDO

Authors Aramian Wasielak, Rabi Bhattacharya

Publication date 4 June 2012

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493712003638

zbMATH Keywords

couplingequilibriuminvariant probabilitymulti-dimensional diffusionspolynomial convergence rates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• A class of limit theorems for singular diffusions
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
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• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• On coupling of diffusion processes
• Rates of convergence to the stationary distribution for k-dimensional diffusion processes
• Recurrence and ergodicity of diffusions
• Stability in distribution for a class of singular diffusions

Cited in

(10)

• Convergence speed to equilibrium state for Markovian non-Hölderian dynamics
• Numerical simulation of polynomial-speed convergence phenomenon
• Rates of convergence to equilibrium for potlatch and smoothing processes
• On polynomial convergent rates of ergodic diffusions and their stopped Harris chains
• scientific article; zbMATH DE number 1340848 (Why is no real title available?)
• scientific article; zbMATH DE number 2058205 (Why is no real title available?)
• The speed of relaxation for diffusion with drift satisfying exponential decay of correlations
• On convergence of 1D Markov diffusions to heavy-tailed invariant density
• Equilibrium diffusion on the cone of discrete Radon measures
• Trends to equilibrium in total variation distance

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