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math.PR2026
On efficient estimates of the rate of convergence for Markov chains
Alexander Veretennikov
The paper presents efficient approaches for evaluating convergence rate in total variation for finite and general linear Markov chains. The motivation for studying convergence rate…
math.PR2025
On strong solution of a multidimensional SDE: extension of Yamada -- Watanabe's theorem
A. A. Lyappieva, A. Yu. Veretennikov
A new strong uniqueness result for a multidimensional SDE with a non-degenerate diffusion and partially irregular drift is established. It may be regarded as a combined variation o…
math.PR2025
On strong law of large numbers for non identically distributed random variables
I. V. Kozlov, A. Yu. Veretennikov
A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed.…