On exponential recurrence of "Markov-up'' processes
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arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866929402391035904 |
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| author | Kalikaeva, D. O. |
| author_facet | Kalikaeva, D. O. |
| contents | The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in technical literature. So, naturally, phenomena of this type require special mathematical models. This paper follows the proposal of such a model published recently where the issue of recurrence and positive recurrence was investigated. In this article the exponential recurrence of the same process is established under appropriate assumptions, which potentially leads to an exponential rate of convergence to the invariant measure. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2306_17711 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On exponential recurrence of "Markov-up'' processes Kalikaeva, D. O. Probability 60K15 The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in technical literature. So, naturally, phenomena of this type require special mathematical models. This paper follows the proposal of such a model published recently where the issue of recurrence and positive recurrence was investigated. In this article the exponential recurrence of the same process is established under appropriate assumptions, which potentially leads to an exponential rate of convergence to the invariant measure. |
| title | On exponential recurrence of "Markov-up'' processes |
| topic | Probability 60K15 |
| url | https://arxiv.org/abs/2306.17711 |