Treffer: Various Limiting Criteria for Multidimensional Diffusion Processes
Title:
Various Limiting Criteria for Multidimensional Diffusion Processes
Authors:
Contributors:
Bhattacharya, Rabindra N., Kennedy, Thomas G., Watkins, Joseph C., Shaked, Moshe
Publisher Information:
The University of Arizona.
Publication Year:
2009
Collection:
The University of Arizona: UA Campus Repository
Subject Terms:
Document Type:
Dissertation
doctoral or postdoctoral thesis
Language:
English
Relation:
http://hdl.handle.net/10150/195115; 659753404; 10669
Availability:
Rights:
Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.
Accession Number:
edsbas.7C620C1C
Database:
BASE
Weitere Informationen
In this dissertation we consider several limiting criteria forn-dimensional diffusion processes defined as solutions of stochasticdifferential equations. Our main interest is in criteria for polynomialand exponential rates of convergence to the steady state distributionin the total variation norm. Resulting criteria should place assumptionsonly on the coefficients of the elliptic differentialoperator governing the diffusion.Coupling of Harris chains is one of the main methods employed in thisdissertation.