Event Detail

Event Type: 
Probability Seminar
Date/Time: 
Tuesday, October 11, 2016 - 16:00 to 17:00
Location: 
WNGR 285

Speaker Info

Institution: 
Department of Statistics and Applied Probability, University of California, Santa Barbara
Abstract: 

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).