On exponential mixing bounds and convergence rate for Student processes

N. Abourashchi, & . Yu. Veretennikov

Exponential bounds for the coefficient of beta-mixing along with certain polynomial moment bounds for a Student diffusion process, - i.e., a Markov diffusion with a Student distribution as a stationary measure, - are established. The method is based on direct estimation of moments and on polynomial Lyapunov functions for evaluating exponential functionals of hitting times.