{"title":"具有位置依赖跳跃速率的多维跳跃扩散的遍历性","authors":"E. Löcherbach, V. Rabiet","doi":"10.1214/16-AIHP750","DOIUrl":null,"url":null,"abstract":"We consider a jump type diffusion X = (Xt) with infinitesimal generator given by Lψ(x) = 1/2 ∑ a ij (x) ∂2 ψ(x)/∂x i ∂x j + g(x)∇ψ(x) + ∫ (ψ(x + c(z, x)) − ψ(x))γ(z, x)µ(dz) where µ is of infinite total mass. We prove Harris recurrence of X using a regeneration scheme which is entirely based on the jumps of the process. Moreover we state explicit conditions in terms of the coefficients of the process allowing to control the speed of convergence to equilibrium in terms of deviation inequalities for integrable additive functionals.","PeriodicalId":7902,"journal":{"name":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","volume":"58 1","pages":"1136-1163"},"PeriodicalIF":1.2000,"publicationDate":"2017-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Ergodicity for multidimensional jump diffusions with position dependent jump rate\",\"authors\":\"E. Löcherbach, V. Rabiet\",\"doi\":\"10.1214/16-AIHP750\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider a jump type diffusion X = (Xt) with infinitesimal generator given by Lψ(x) = 1/2 ∑ a ij (x) ∂2 ψ(x)/∂x i ∂x j + g(x)∇ψ(x) + ∫ (ψ(x + c(z, x)) − ψ(x))γ(z, x)µ(dz) where µ is of infinite total mass. We prove Harris recurrence of X using a regeneration scheme which is entirely based on the jumps of the process. Moreover we state explicit conditions in terms of the coefficients of the process allowing to control the speed of convergence to equilibrium in terms of deviation inequalities for integrable additive functionals.\",\"PeriodicalId\":7902,\"journal\":{\"name\":\"Annales De L Institut Henri Poincare-probabilites Et Statistiques\",\"volume\":\"58 1\",\"pages\":\"1136-1163\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2017-08-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annales De L Institut Henri Poincare-probabilites Et Statistiques\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/16-AIHP750\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/16-AIHP750","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Ergodicity for multidimensional jump diffusions with position dependent jump rate
We consider a jump type diffusion X = (Xt) with infinitesimal generator given by Lψ(x) = 1/2 ∑ a ij (x) ∂2 ψ(x)/∂x i ∂x j + g(x)∇ψ(x) + ∫ (ψ(x + c(z, x)) − ψ(x))γ(z, x)µ(dz) where µ is of infinite total mass. We prove Harris recurrence of X using a regeneration scheme which is entirely based on the jumps of the process. Moreover we state explicit conditions in terms of the coefficients of the process allowing to control the speed of convergence to equilibrium in terms of deviation inequalities for integrable additive functionals.
期刊介绍:
The Probability and Statistics section of the Annales de l’Institut Henri Poincaré is an international journal which publishes high quality research papers. The journal deals with all aspects of modern probability theory and mathematical statistics, as well as with their applications.