On the sub-exponential mixing rate for a class of Markov diffusions
type: Item
instance of: scholarly article
title: On the sub-exponential mixing rate for a class of Markov diffusions
zbMATH Open document ID: 1076.60068
DOI: 10.1023/B:JOTH.0000036322.50269.39
author: S. A. Klokov
author: A. Yu. Veretennikov
published in: Journal of Mathematical Sciences (New York)
publication date: 2005-06-28T00:00:00Z
review text: The authors prove sub-exponential bounds on the \(\beta\)-mixing rate of convergence to the invariant measure for one-dimensional diffusions with a unit diffusion coefficient. They state that a generalization to the finite-dimensional, nonunit diffusion case is possible. The results of the paper improve upon those of \textit{M. N. Malyshkin} [Theory Probab. Appl. 45, No.~3, 466--479 (2000); translation from Teor. Veroyatn. Primen. 45, No. 3, 489--504 (2000; Zbl 0994.60062)]. To obtain the bounds, the authors use the method of ``quasi-Lyapunov functions''.
reviewed by: Alexander Mitrophanov
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 2183334
zbMATH Keywords: diffusion process
zbMATH Keywords: sub-exponential bound
MaRDI profile type: Publication
full work available at URL: b:joth.0000036322.50269.39
OpenAlex ID: W1990105479
description: scientific article; zbMATH DE number 2183334