On the speed of convergence of multidimensional diffusions to equilibrium

Rabi Bhattacharya, Aramian Wasielak

Research output: Contribution to journalArticle


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.

Original languageEnglish (US)
Article number1150003
JournalStochastics and Dynamics
Issue number1
StatePublished - Mar 1 2012



  • Multi-dimensional diffusions
  • coupling
  • invariant probability
  • polynomial rates of convergence

ASJC Scopus subject areas

  • Modeling and Simulation

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