Samenvatting
Rate of convergence is studied for a diffusion process on the half line with a non-sticky reflection to a heavy-tailed 1D invariant distribution whose density on the half line has a polynomial decay at infinity. Starting from a standard recipe, which guarantees some polynomial convergence, it is shown how to construct a new non-degenerate diffusion process on the half line which converges to the same invariant measure exponentially fast uniformly with respect to the initial data.
Originele taal-2 | Engels |
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Pagina's (van-tot) | 89-106 |
Aantal pagina's | 18 |
Tijdschrift | Moscow Mathematical Journal |
Volume | 19 |
Nummer van het tijdschrift | 1 |
DOI's | |
Status | Gepubliceerd - 2019 |
Extern gepubliceerd | Ja |