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Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 1, Pages 21–35
DOI: https://doi.org/10.4213/tvp234
(Mi tvp234)
 

This article is cited in 34 scientific papers (total in 34 papers)

On subexponential mixing rate for Markov processes

A. Yu. Veretennikova, S. A. Klokovb

a A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
b Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science
References:
Abstract: This paper establishes subexponential bounds for the $t$-mixing and the rate of convergence to invariant measure for homogeneous Markov processes with continuous and discrete time.
Keywords: Markov process, mixing, convergence to the equilibrium.
Received: 05.06.2003
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 1, Pages 110–122
DOI: https://doi.org/10.1137/S0040585X97980841
Bibliographic databases:
Language: Russian
Citation: A. Yu. Veretennikov, S. A. Klokov, “On subexponential mixing rate for Markov processes”, Teor. Veroyatnost. i Primenen., 49:1 (2004), 21–35; Theory Probab. Appl., 49:1 (2005), 110–122
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 1
\pages 110--122
\crossref{https://doi.org/10.1137/S0040585X97980841}
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Linking options:
  • https://www.mathnet.ru/eng/tvp234
  • https://doi.org/10.4213/tvp234
  • https://www.mathnet.ru/eng/tvp/v49/i1/p21
  • This publication is cited in the following 34 articles:
    1. Mika Meitz, Pentti Saikkonen, “SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY”, Econom. Theory, 2023, 1  crossref
    2. Mika Meitz, Pentti Saikkonen, “SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS”, Econom. Theory, 38:5 (2022), 959  crossref
    3. Meitz M. Saikkonen P., “Subgeometric Ergodicity and Beta-Mixing”, J. Appl. Probab., 58:3 (2021), PII S0021900220001084, 594–608  crossref  mathscinet  isi
    4. Dion Ch., Lemler S., Locherbach E., “Exponential Ergodicity For Diffusions With Jumps Driven By a Hawkes Process”, Theory Probab. Math. Stat., 102 (2020), 97–115  crossref  mathscinet  isi
    5. Bally V., Caramellino L., “Convergence and regularity of probability laws by using an interpolation method”, Ann. Probab., 45:2 (2017), 1110–1159  crossref  mathscinet  zmath  isi  scopus
    6. Butkovsky O., Scheutzow M., “Invariant Measures For Stochastic Functional Differential Equations”, Electron. J. Probab., 22 (2017), 98  crossref  mathscinet  zmath  isi  scopus
    7. Vincenzo Capasso, David Bakstein, Modeling and Simulation in Science, Engineering and Technology, An Introduction to Continuous-Time Stochastic Processes, 2015, 349  crossref
    8. Vincenzo Capasso, David Bakstein, Modeling and Simulation in Science, Engineering and Technology, An Introduction to Continuous-Time Stochastic Processes, 2015, 281  crossref
    9. Palczewski J., Stettner L., “Infinite Horizon Stopping Problems With (Nearly) Total Reward Criteria”, Stoch. Process. Their Appl., 124:12 (2014), 3887–3920  crossref  mathscinet  zmath  isi  scopus
    10. Loecherbach E. Loukianova D., “Polynomial Deviation Bounds for Recurrent Harris Processes Having General State Space”, ESAIM-Prob. Stat., 17 (2013), 195–218  crossref  mathscinet  zmath  isi  scopus
    11. A. Yu. Veretennikov, S. A. Klokov, “On local mixing conditions for SDE approximations”, Theory Probab. Appl., 57:1 (2013), 110–131  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib
    12. Löcherbach E., Loulcianova D., Loukianov O., “Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times”, Ann. Inst. Henri Poincaré Probab. Stat., 47:2 (2011), 425–449  crossref  mathscinet  zmath  adsnasa  isi  scopus
    13. B. V. Bondarev, S. M. Kozyr, “On the convergence rate of the solution of differential equation perturbed by “physical” white noise and the solution of corresponding diffusion equation. Exponential mixing”, Theory Probab. Appl., 56:4 (2011), 562–578  mathnet  crossref  crossref  mathscinet  isi  elib  elib
    14. Leonenko N.N., Šuvak N., “Statistical inference for reciprocal gamma diffusion process”, J. Statist. Plann. Inference, 140:1 (2010), 30–51  crossref  mathscinet  zmath  isi  elib  scopus
    15. Kleptsyna M.L., Veretennikov A.Yu., “On discrete time ergodic filters with wrong initial data, 2”, Stochastics, 82:1 (2010), 25–40  crossref  mathscinet  zmath  isi  elib  scopus
    16. N. Abourashchi, A. Yu. Veretennikov, “On stochastic averaging and mixing”, Theory Stoch. Process., 16(32):1 (2010), 111–129  mathnet  mathscinet  zmath
    17. Vincenzo Capasso, Daniela Morale, Computational Methods in Applied Sciences, 15, Applied and Numerical Partial Differential Equations, 2010, 59  crossref
    18. V. I. Bogachev, N. V. Krylov, M. Röckner, “Elliptic and parabolic equations for measures”, Russian Math. Surveys, 64:6 (2009), 973–1078  mathnet  crossref  crossref  mathscinet  adsnasa  isi  elib  elib
    19. Hairer M., “How Hot Can a Heat Bath Get?”, Comm. Math. Phys., 292:1 (2009), 131–177  crossref  mathscinet  zmath  adsnasa  isi  scopus
    20. Jasso-Fuentes H., Hernández-Lerma O., “Blackwell optimality for controlled diffusion processes”, J. Appl. Probab., 46:2 (2009), 372–391  crossref  mathscinet  zmath  isi  scopus
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