On polynomial mixing and convergence rate for stochastic difference and differential equations

被引：67

作者：

Veretennikov, AY ^{[1
]}

机构：

[1] Russian Acad Sci, Inst Informat Transmiss Problems, Moscow 101447, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1999年 / 44卷 / 02期

关键词：

mixing; recurrence; Markov process; stochastic differential equations; polynomial convergence;

D O I：

10.1137/S0040585X97977550

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Polynomial bounds for beta-mixing and for the rate of convergence to the invariant measure are established for discrete time Markov processes and solutions of stochastic differential equations under weak stability assumptions.

引用

页码：361 / 374

页数：14

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