Skip to main content
Log in

Estimating the mixing rate for Markov processes

  • Published:
Lithuanian Mathematical Journal Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature Cited

  1. Yu. A. Davydov, “Mixing conditions for Markov chains,” Teor. Veroyatn. Primen.,18, No. 2, 321–338 (1973).

    Google Scholar 

  2. A. Yu. Veretennikov, “Estimates for the mixing rate for stochastic equations,” Teor. Veroyatn. Primen.,32, No. 2, 299–308 (1987).

    Google Scholar 

  3. A. Yu. Veretennikov, “The mixing rate and the averaging principle for hypoelliptic stochastic differential equations,” Izv. Akad. Nauk SSSR, Ser. Mat.,52, No. 5, 899–908 (1988).

    Google Scholar 

  4. A. Yu. Veretennikov, “Conditions for hypoellipticity and estimating the mixing rates for stochastic differential equations,” Dokl. Akad. Nauk SSSR,307, No. 3, 524–526 (1989).

    Google Scholar 

  5. I. A. Ibragimov and Yu. V. Linnik, Independent and Stationarilly Coupled Variables [in Russian], Nauka, Moscow (1965).

    Google Scholar 

  6. J. L. Doob, Stochastic Processes, Wiley, New York (1963).

    Google Scholar 

  7. N. V. Krylov and M. V. Safonov, “Properties of solutions to parabolic equations with measurable coefficients,” Izv. Akad. Nauk SSSR, Ser. Mat.,44, No. 1, 161–175 (1980).

    Google Scholar 

Download references

Authors

Additional information

Institute for Control Problems, Moscow. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 31, No. 1, pp. 40–49, January–March, 1991.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Veretennikov, A.Y. Estimating the mixing rate for Markov processes. Lith Math J 31, 27–34 (1991). https://doi.org/10.1007/BF00972314

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00972314

Keywords

Navigation