Various Limiting Criteria for Multidimensional Diffusion Processes

Persistent Link:
http://hdl.handle.net/10150/195115
Title:
Various Limiting Criteria for Multidimensional Diffusion Processes
Author:
Wasielak, Aramian
Issue Date:
2009
Publisher:
The University of Arizona.
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.
Abstract:
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.
Type:
text; Electronic Dissertation
Keywords:
coupling; ergodic theorem; multidimensional diffusions; rate results
Degree Name:
Ph.D.
Degree Level:
doctoral
Degree Program:
Mathematics; Graduate College
Degree Grantor:
University of Arizona
Advisor:
Bhattacharya, Rabindra N.
Committee Chair:
Bhattacharya, Rabindra N.

Full metadata record

DC FieldValue Language
dc.language.isoENen_US
dc.titleVarious Limiting Criteria for Multidimensional Diffusion Processesen_US
dc.creatorWasielak, Aramianen_US
dc.contributor.authorWasielak, Aramianen_US
dc.date.issued2009en_US
dc.publisherThe University of Arizona.en_US
dc.rightsCopyright © 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.en_US
dc.description.abstractIn 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.en_US
dc.typetexten_US
dc.typeElectronic Dissertationen_US
dc.subjectcouplingen_US
dc.subjectergodic theoremen_US
dc.subjectmultidimensional diffusionsen_US
dc.subjectrate resultsen_US
thesis.degree.namePh.D.en_US
thesis.degree.leveldoctoralen_US
thesis.degree.disciplineMathematicsen_US
thesis.degree.disciplineGraduate Collegeen_US
thesis.degree.grantorUniversity of Arizonaen_US
dc.contributor.advisorBhattacharya, Rabindra N.en_US
dc.contributor.chairBhattacharya, Rabindra N.en_US
dc.contributor.committeememberKennedy, Thomas G.en_US
dc.contributor.committeememberWatkins, Joseph C.en_US
dc.contributor.committeememberShaked, Mosheen_US
dc.identifier.proquest10669en_US
dc.identifier.oclc659753404en_US
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