Ergodicity and exponential β-mixing bounds for multidimensional diffusions with jumps
スポンサーリンク
概要
- 論文の詳細を見る
Kyushu University 21st Century COE Program Development of Dynamic Mathematics with High Functionality九州大学21世紀COEプログラム「機能数理学の構築と展開」Let X be a multidimensional diffusion with jumps. We provide sets of conditions under which: X fulfils the ergodic theorem for any initial distribution; and X is exponentially β-mixing. Utilizing the Foster–Lyapunov drift criteria developed by Meyn and Tweedie, we extend several existing results concerning diffusions. We also obtain the boundedness of moments of g(Xt) for a suitable unbounded function g. Our results can cover a wide variety of diffusions with jumps by selecting suitable test functions, and serve as fundamental tools for statistical analyses concerning the processes.
論文 | ランダム
- Elucidation of Pressurization Effect on PEFC Performance Using Electrochemical Impedance Spectroscopy and Magnetic Resonance Imaging
- Study on Mass Transfer in a Polymer Electrolyte Fuel Cell by Using Magnetic Resonance Imaging
- Improvement of Performance and Water Distribution in Membrane on Polymer Electrolyte Fuel Cell by High Pressure Operation
- Direct Supply of Water into a Polymer Electrolyte Membrane for Improvement of Cell Performance
- Measurement of Water Distribution in Polymer Electrolyte Fuel Cell Membrane by MRI