Izvorni znanstveni članak
On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes
Nioulfar Abourashchi
; School of Mathematics, University of Leeds, Woodhouse Lane, Leeds-LS2 9JT, U.K.
Alexander Yu. Veretennikov
; School of Mathematics, University of Leeds, Woodhouse Lane, Leeds-LS2 9JT, U.K.
Sažetak
For a parametric class of "reciprocal gamma diffusion
processes'', certain exponential bounds for ß-mixing and
rate of convergence to stationary distribution are established.
Ključne riječi
Markov diffusion; polynomial tails; exponential mixing
Hrčak ID:
44020
URI
Datum izdavanja:
9.12.2009.
Posjeta: 1.485 *