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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2010 Volume 16(32), Issue 1, Pages 111–129 (Mi thsp67)
On stochastic averaging and mixing

N. Abourashchia, A. Yu. Veretennikovba

a University of Leeds
b Institute of Information Transmission Problems, Moscow, Russia

Abstract: The text contains a review and new results on stochastic averaging via mixing bounds.

Keywords: Stochastic averaging, mixing bounds, Girsanov transformation, Lyapunov function, hitting time bounds.

MSC: 60J25, 37A25

Language: English



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© Steklov Math. Inst. of RAS, 2025