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

10.20347/WIAS.PREPRINT.393

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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