WIAS Preprint No. 393, (1998)
On polynomial mixing and convergence rate for stochastic difference and differential equations
Authors
- Veretennikov, Alexander Yu.
2010 Mathematics Subject Classification
- 60F15 60J05 60J60
Keywords
- Mixing, recurrence, Markov process, SDE, polynomial convergence
DOI
Abstract
Polynomial bounds for β-mixing and for the rate of convergence to the invariant measure are established for discrete time Markov processes and solutions of SDEs under weak stability assumptions.
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