ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM-Reference-Cited by-同舟云学术

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ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM

Published:2012-03 Issue:01 Volume:12 Page:1150003
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

BHATTACHARYA RABI¹,WASIELAK ARAMIAN²

Affiliation:

1. Department of Mathematics, The University of Arizona, Tucson, AZ 85721, USA

2. Professional Alternative, 108 Myrtle St. Apt. 9, Boston, MA 02114, USA

Abstract

We obtain new criteria for polynomial rates of convergence of ergodic multidimensional diffusions to equilibrium. For this, (1) a method is provided for adapting to continuous-time Markov processes coupling techniques for discrete parameter Harris processes, and (2) estimates of moments of return times to a ball are derived.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modelling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493712003638

Reference15 articles.

1. A new approach to the limit theory of recurrent Markov chains

2. Recurrence and ergodicity of diffusions

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Speed of Convergence to Equilibrium of Discrete Parameter Markov Processes and Diffusions;Continuous Parameter Markov Processes and Stochastic Differential Equations;2023

2. Ergodicity and Central Limit Theorems for Markov Processes;Rabi N. Bhattacharya;2016

3. Asymptotic Expansions for Stochastic Processes;Rabi N. Bhattacharya;2016

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