We obtain new criteria for polynomial rates of convergence of ergodic multidimensional diffusions to equilibrium. For this, (1) a method is provided for adapting to continuous-time Markov processes coupling techniques for discrete parameter Harris processes, and (2) estimates of moments of return times to a ball are derived.
- Multi-dimensional diffusions
- invariant probability
- polynomial rates of convergence
ASJC Scopus subject areas
- Modeling and Simulation