Pages that link to "Item:Q4964401"

The following pages link to On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401):

Displaying 6 items.

• Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
• Exponential convergence to quasi-stationary distribution and \(Q\)-process (Q2634900) (← links)
• Rates of convergence to the stationary distribution for <i>k</i>-dimensional diffusion processes (Q3738353) (← links)
• Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case (Q5030238) (← links)
• Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
• Speed of convergence to the Perron-Frobenius stationary distribution (Q6177088) (← links)