211 citations · 318 across the 16 of their papers we have counts for
Showing 2008 · math.PRShow all
2 papers · 2 filters
math.PR2008★ 1 cited
Yet another look at Harris' ergodic theorem for Markov chains
Martin Hairer, Jonathan C. Mattingly
The aim of this note is to present an elementary proof of a variation of Harris' ergodic theorem of Markov chains. This theorem, dating back to the fifties essentially states that…
math.PR2008
Stationary distributions for diffusions with inert drift
Richard F. Bass, Krzysztof Burdzy, Zhen-Qing Chen +1
Consider a reflecting diffusion in a domain in that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary…