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arxiv: 1112.6159 · v1 · pith:LFC5IGCUnew · submitted 2011-12-28 · 🧮 math.PR · math.AP· math.SP

Geometric Ergodicity of a Hypoelliptic Diffusion Modelling The Melt-Spinning Process of Nonwoven Materials

classification 🧮 math.PR math.APmath.SP
keywords processdiffusionergodicitygeometricstochasticunderadditionalanalysis
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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.

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