Oleg Butkovsky, A. Yu. Veretennikov,
We prove that strong ergodicity of a Markov process is linked with a spectral radius of a certain "associated" semigroup operator, although, not a "natural" one. We also give sufficient conditions for weak ergodicity and provide explicit estimates of the convergence rate. To establish these results we construct a modification of the Vaserstein coupling. Some applications including mixing properties are also discussed.
Tópico(s): Graph theory and applications
2013 - Elsevier BV | Stochastic Processes and their Applications
Z.A. Al'bikov, E. P. Velikhov, A. I. Veretennikov, V. A. Glukhikh, E. V. Grabovskiĭ, G. M. Gryaznov, Oleg Gusev, G. N. Zhemchuzhnikov, V. I. Zaĭtsev, O.A. Zolotovskii, Yu. A. Istomin, Oleg V. Kozlov, I. S. Krasheninnikov, S.S. Kurochkin, G. M. Latmanizova, В. В. Матвеев, G. V. Mineev, В. Н. Михайлов, С. Л. Недосеев, Г. М. Олейник, V. P. Pevchev, A. S. Perlin, O. P. Pecherskii, V. D. Pis'mennyǐ, L. I. Rudakov, V. P. Smirnov, V. Ya. Tsarfin, I.R. Yampol'skii,
Tópico(s): Electromagnetic Launch and Propulsion Technology
1990 - Springer Nature | Soviet Atomic Energy
... to stationarity in the total variation metric under Veretennikov--Khasminskii-type conditions.
Tópico(s): Stochastic processes and financial applications
2014 - Society for Industrial and Applied Mathematics | Theory of Probability and Its Applications
... application of our results, we prove that the Veretennikov-Khasminskii condition is sufficient for subexponential convergence of ...
Tópico(s): Stochastic processes and financial applications
2014 - Institute of Mathematical Statistics | The Annals of Applied Probability
Oleg Butkovsky, Michael Scheutzow,
... to the equilibrium. The obtained conditions extend the Veretennikov–Khasminskii conditions for SDEs and are optimal in ...
Tópico(s): advanced mathematical theories
2017 - Institute of Mathematical Statistics | Electronic Journal of Probability