Geometric Ergodicity of a Hypoelliptic Diffusion Modelling The Melt-Spinning Process of Nonwoven Materials
arXiv:1112.6159
Abstract
We analyze the large time behavior of a stochastic model for the lay-down of fibers on a conveyor belt in the production process of nonwovens. It is shown, that under weak conditions this degenerate diffusion process is strong mixing, confirming a conjecture of Grothaus and Klar. Moreover, under some additional assumptions even geometric ergodicity is established using probabilistic tools -- described in the book of Meyn and Tweedie -- in combination with methods from stochastic analysis.
23 pages