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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.

Puni tekst: engleski, pdf (192 KB) str. 331-339 preuzimanja: 502* citiraj
APA 6th Edition
Abourashchi, N. i Veretennikov, A.Y. (2009). On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Mathematical Communications, 14 (2), 331-339. Preuzeto s https://hrcak.srce.hr/44020
MLA 8th Edition
Abourashchi, Nioulfar i Alexander Yu. Veretennikov. "On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes." Mathematical Communications, vol. 14, br. 2, 2009, str. 331-339. https://hrcak.srce.hr/44020. Citirano 06.05.2021.
Chicago 17th Edition
Abourashchi, Nioulfar i Alexander Yu. Veretennikov. "On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes." Mathematical Communications 14, br. 2 (2009): 331-339. https://hrcak.srce.hr/44020
Harvard
Abourashchi, N., i Veretennikov, A.Y. (2009). 'On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes', Mathematical Communications, 14(2), str. 331-339. Preuzeto s: https://hrcak.srce.hr/44020 (Datum pristupa: 06.05.2021.)
Vancouver
Abourashchi N, Veretennikov AY. On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Mathematical Communications [Internet]. 2009 [pristupljeno 06.05.2021.];14(2):331-339. Dostupno na: https://hrcak.srce.hr/44020
IEEE
N. Abourashchi i A.Y. Veretennikov, "On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes", Mathematical Communications, vol.14, br. 2, str. 331-339, 2009. [Online]. Dostupno na: https://hrcak.srce.hr/44020. [Citirano: 06.05.2021.]

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

Posjeta: 722 *