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

https://hrcak.srce.hr/44020

Datum izdavanja:

9.12.2009.

Posjeta: 1.572 *