Original scientific paper

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.

Abstract

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

Keywords

Markov diffusion; polynomial tails; exponential mixing

Hrčak ID:

44020

URI

https://hrcak.srce.hr/44020

Publication date:

9.12.2009.

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