Event Type:

Probability Seminar

Date/Time:

Tuesday, October 11, 2016 - 16:00 to 17:00

Location:

WNGR 285

Guest Speaker:

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).