带马氏切换扩散过程的指数遍历速率
Exponential Ergodic Rates of Markov Switching Diffusion Processes
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摘要: 本文讨论带马氏切换扩散过程的指数遍历性问题,给出了原点为反射边界时该过程的一类f-指数遍历的判别条件.当在固定环境下一维扩散过程随机保序时, 借助耦合方法给出了原点为反射边界的带马氏切换扩散过程指数遍历速率的显式估计.Abstract: In this paper, we discuss the exponential ergodicity of Markov switching diffusion processes, presenting criteria of f-exponential ergodicity for the processes with reflecting boundary at origin. When the one-dimensional diffusion processes are stochastically ordered for any fixed environment, the explicit estimates of the exponential ergodic rate for the process are investigated by means of the coupling method.
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