Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
The main objective of the paper is to study the long-time behavior of general discrete dynamics driven by an ergodic stationary Gaussian noise. In our main result, we prove existence and uniqueness of the invariant distribution and exhibit some upper-bounds on the rate of convergence to equilibrium...
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| Veröffentlicht in: | Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2019-11, Vol.25 (4B), p.3234-3275 |
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| Format: | Artikel |
| Sprache: | eng |
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| Online-Zugang: | Volltext |
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