Abstract
Using a coupling technique, rates of convergence in total variation of certain k -dimensional diffusion processes to the stationary distribution are obtained. The results place assumptions only on the coefficients of the elliptic differential operator governing the diffusion.
Full Text
Topics from this Paper
Convergence In Total Variation
Coupling Technique
Rates Of Convergence
Convergence In Variation
Coefficients Of Operator
+ Show 5 more
Create a personalized feed of these topics
Get StartedTalk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Similar Papers
Rates of convergence to the stationary distribution for k-dimensional diffusion processes 
Relevant
Not Relevant
Journal of Applied Probability
Jun 1, 1986
Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions 
Relevant
Not Relevant
Bernoulli
May 1, 2018
Multivariate normal approximation for traces of random unitary matrices 
Relevant
Not Relevant
The Annals of Probability
Nov 1, 2021
Absolute continuity and convergence of densities for random vectors on Wiener chaos 
Relevant
Not Relevant
Electronic Journal of Probability
Jan 1, 2013
Rate of convergence in total variation for the generalized inverse Gaussian and the Kummer distributions 
Relevant
Not Relevant
Open Journal of Mathematical Sciences
Apr 20, 2021
Entropy and the fourth moment phenomenon 
Relevant
Not Relevant
Journal of Functional Analysis
Mar 1, 2014
Subgeometric rates of convergence in Wasserstein distance for Markov chains 
Relevant
Not Relevant
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
Nov 1, 2016
Distribution estimation consistent in total variation and in two types of information divergence 
Relevant
Not Relevant
IEEE Transactions on Information Theory
Jan 1, 1992
Stochastic annealing for nearest-neighbour point processes with application to object recognition 
Relevant
Not Relevant
Advances in Applied Probability
Jun 1, 1994
Stochastic annealing for nearest-neighbour point processes with application to object recognition 
Relevant
Not Relevant
Advances in Applied Probability
Jun 1, 1994
Convergence in Total Variation to a Mixture of Gaussian Laws 
Relevant
Not Relevant
Mathematics
Jun 11, 2018
Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity 
Relevant
Not Relevant
Transactions of the American Mathematical Society
Jul 3, 2020
Probability Inequalities for Empirical Processes and a Law of the Iterated Logarithm 
Relevant
Not Relevant
The Annals of Probability
Nov 1, 1984
The optimal fourth moment theorem 
Relevant
Not Relevant
Proceedings of the American Mathematical Society
Mar 18, 2015
Journal of Applied Probability
Characteristics of the switch process and geometric divisibility
Open Access
Relevant
Not Relevant
Journal of Applied Probability
Nov 6, 2023
Tessellation-valued processes that are generated by cell division 
Relevant
Not Relevant
Journal of Applied Probability
Nov 1, 2023
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal 
Relevant
Not Relevant
Journal of Applied Probability
Oct 31, 2023
A large-deviation principle for birth–death processes with a linear rate of downward jumps 
Relevant
Not Relevant
Journal of Applied Probability
Oct 31, 2023
On a time-changed variant of the generalized counting process 
Relevant
Not Relevant
Journal of Applied Probability
Oct 27, 2023
The unified extropy and its versions in classical and Dempster–Shafer theories 
Relevant
Not Relevant
Journal of Applied Probability
Oct 23, 2023
Aging notions, stochastic orders, and expected utilities 
Relevant
Not Relevant
Journal of Applied Probability
Oct 18, 2023
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions 
Relevant
Not Relevant
Journal of Applied Probability
Oct 16, 2023
Central limit theorem in complete feedback games
Open Access
Relevant
Not Relevant
Journal of Applied Probability
Oct 16, 2023
Stochastic ordering results on the duration of the gambler’s ruin game 
Relevant
Not Relevant
Journal of Applied Probability
Oct 6, 2023