Zobrazeno 1 - 5
of 5
pro vyhledávání: '"sub-geometric ergodicity"'
Autor:
Lazić, Petra
The topic of this work is ergodicity (stochastic stability) of various types of stochastic processes. The urge for analysis of random processes exists in every area of science and real life - medicine, biology, chemistry, physics, finance, etc., as m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3908::c7e33b873f37af44afb4fd5d507d2e7b
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:10531
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:10531
Autor:
Petra Lazić, Nikola Sandrić
Publikováno v:
Bernoulli 27, no. 1 (2021), 348-380
In this article, we discuss ergodicity properties of a diffusion process given through an It\^{; ; ; ; o}; ; ; ; stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub- geometric ergodicit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::864eabe1dc35eda289c04ecc5f40be5d
https://projecteuclid.org/euclid.bj/1605841248
https://projecteuclid.org/euclid.bj/1605841248
Akademický článek
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Autor:
Lazić, Petra, Sandrić, Nikola
In this talk, I will discuss ergodic properties of diffusion processes focusing on the rate of convergence of the marginals of the process to the invariant measure with respect to the total variation distance and Wasserstein distance. In particular,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::87828f97e21e1b790e4553a08845ec56
https://www.bib.irb.hr/1105838
https://www.bib.irb.hr/1105838
Publikováno v:
Ann. Appl. Probab. 29, no. 2 (2019), 1070-1126
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or asymptotic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::203d8e70018fd2f0275d3dd031b20c24
http://arxiv.org/abs/1707.09674
http://arxiv.org/abs/1707.09674