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Seminar on Probability Theory and Mathematical Statistics
April 19, 2013 18:00–20:00, St. Petersburg, PDMI, room 311 (nab. r. Fontanki, 27)
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Предельные теоремы для марковских процессов
O. A. Butkovsky |
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References
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O. A. Butkovsky, “Subgeometric rates of convergence of Markov processes in the Wasserstein metric”, Annals of Applied Probability, 2013 (to appear) , arXiv: 1211.4273.
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O. A. Butkovsky, A. Yu. Veretennikov, On asymptotics of Vaserstein's coupling for a Markov chain, preprint www.newton.ac.uk/preprints/NI11045.pdf
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M. Hairer, J. C. Mattingly, M. Scheutzow, “Asymptotic coupling and a general form of Harris theorem with applications to stochastic delay equations”, Probab. Theory Related Fields, 149:1-2 (2011), 223–259
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