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.
| Identifer | oai:union.ndltd.org:arizona.edu/oai:arizona.openrepository.com:10150/195115 |
| Date | January 2009 |
| Creators | Wasielak, Aramian |
| Contributors | Bhattacharya, Rabindra N., Bhattacharya, Rabindra N., Kennedy, Thomas G., Watkins, Joseph C., Shaked, Moshe |
| Publisher | The University of Arizona. |
| Source Sets | University of Arizona |
| Language | English |
| Detected Language | English |
| Type | text, Electronic Dissertation |
| 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. |
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