Izvorni znanstveni članak
Sub-exponential mixing rate for a class of Markov chains
S. A. Klokov
A. Yu. Veretennikov
Sažetak
We establish sub-exponential bounds for the β-mixing rate
and for the rate of convergence to invariant measures for discrete
time Markov processes under recurrence type conditions weaker
than used for exponential inequalities and stronger than for
polynomial ones.
Ključne riječi
Markov processes; recurrence; invariant measure; mixing coefficients; sub-exponential convergence
Hrčak ID:
710
URI
Datum izdavanja:
26.6.2004.
Posjeta: 1.659 *