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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.

Fulltext: english, pdf (192 KB) pages 331-339 downloads: 470* cite
APA 6th Edition
Abourashchi, N. & Veretennikov, A.Y. (2009). On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Mathematical Communications, 14 (2), 331-339. Retrieved from https://hrcak.srce.hr/44020
MLA 8th Edition
Abourashchi, Nioulfar and Alexander Yu. Veretennikov. "On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes." Mathematical Communications, vol. 14, no. 2, 2009, pp. 331-339. https://hrcak.srce.hr/44020. Accessed 25 Nov. 2020.
Chicago 17th Edition
Abourashchi, Nioulfar and Alexander Yu. Veretennikov. "On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes." Mathematical Communications 14, no. 2 (2009): 331-339. https://hrcak.srce.hr/44020
Harvard
Abourashchi, N., and Veretennikov, A.Y. (2009). 'On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes', Mathematical Communications, 14(2), pp. 331-339. Available at: https://hrcak.srce.hr/44020 (Accessed 25 November 2020)
Vancouver
Abourashchi N, Veretennikov AY. On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Mathematical Communications [Internet]. 2009 [cited 2020 November 25];14(2):331-339. Available from: https://hrcak.srce.hr/44020
IEEE
N. Abourashchi and A.Y. Veretennikov, "On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes", Mathematical Communications, vol.14, no. 2, pp. 331-339, 2009. [Online]. Available: https://hrcak.srce.hr/44020. [Accessed: 25 November 2020]

Abstracts
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

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