On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion process

被引：0

作者：

Abourashchi, Nioulfar ^{[1
]}

Vertennikov, Alexander Yu. ^{[1
]}

机构：

[1] Univ Leeds, Sch Math, Leeds LS2 9JT, W Yorkshire, England

来源：

MATHEMATICAL COMMUNICATIONS | 2009年 / 14卷 / 02期

关键词：

Markov diffusion; polynomial tails; exponential mixing;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a parametric class of "reciprocal gamma diffusion processes", certain exponential bounds for beta-mixing and rate of convergence to stationary distribution are established.

引用

页码：331 / 339

页数：9

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