Rates of convergence to stationarity for reflected brownian motion
Jose Blanchet, Xinyun Chen
| Year of publication: |
2020
|
|---|---|
| Authors: | Blanchet, Jose ; Chen, Xinyun |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 2, p. 660-681
|
| Subject: | reflected Brownian motion | rate of convergence | mixing time | Stochastischer Prozess | Stochastic process | Theorie | Theory | Wirtschaftliche Konvergenz | Economic convergence | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.1006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012242529