Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
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Publication:537130
DOI10.1214/10-AIHP359zbMath1220.60045arXiv0903.2405MaRDI QIDQ537130
Oleg Loukianov, Dasha Loukianova, Eva Löcherbach
Publication date: 19 May 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.2405
diffusion process; polynomial convergence; recurrence; additive functionals; hitting times; ergodic theorem; deviations inequalities; Kac formula
60J60: Diffusion processes
60J55: Local time and additive functionals
60F99: Limit theorems in probability theory
Related Items
Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity, Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
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