Sep

09

2016

James's major professor is Prof. Enrique Thomann.

Oct

11

2016

An explicit rate of exponential convergence of a continuous-time Markov process to its stationary distribution is hard to find or estimate. However, it is possible for a reflected diffusion process with jumps on the positive half-line. This continues the work of Lund, Meyn, Tweedie (1996).

Oct

11

2016