Existence and Exponential mixing of infinite white $\alpha$-stable Systems with unbounded interactions
Lihu Xu, Boguslaw Zegarlinski

TL;DR
This paper investigates infinite white lpha-stable systems with unbounded interactions, establishing their existence through Galerkin approximation and demonstrating exponential mixing via an lpha-stable gradient bounds.
Contribution
It introduces a novel approach to prove existence and exponential mixing for infinite lpha-stable systems with unbounded interactions.
Findings
Existence of the systems proven using Galerkin approximation
Exponential mixing established through lpha-stable gradient bounds
Provides a framework for analyzing similar infinite stochastic systems
Abstract
We study an infinite white -stable systems with unbounded interactions, proving the existence by Galerkin approximation and exponential mixing property by an -stable version of gradient bounds.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Stability and Controllability of Differential Equations · Stochastic processes and financial applications
