RUS
ENG
Full version
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
Fulltext:
PDF file (820 kB)
Cited by
English version:
Theory of Probability and its Applications, 2000,
44
:2,
361–374
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2025