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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1999 Volume 44, Issue 2, Pages 312–327 (Mi tvp766)

This article is cited in 73 papers

On polynomial mixing and convergence rate for stochastic difference and differential equations

A. Yu. Veretennikov

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: Polynomial bounds for $\beta$-mixing and for the rate of convergence to the invariant measure are established for discrete time Markov processes and solutions of stochastic differential equations under weak stability assumptions.

Keywords: mixing, recurrence, Markov process, stochastic differential equations, polynomial convergence.

Received: 06.02.1998
Revised: 15.03.1999

DOI: 10.4213/tvp766


 English version:
Theory of Probability and its Applications, 2000, 44:2, 361–374

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