Title of article
Geometric ergodicity for classes of homogeneous Markov chains
Author/Authors
L. Galtchouk، نويسنده , , L. and Pergamenshchikov، نويسنده , , S.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
30
From page
3362
To page
3391
Abstract
The paper deals with non asymptotic computable bounds for the geometric convergence rate of homogeneous ergodic Markov processes. Some sufficient conditions are stated for simultaneous geometric ergodicity of Markov chain classes. This property is applied to nonparametric estimation in ergodic diffusion processes.
Keywords
Convergence Rate , Ergodic diffusion processes , Geometric ergodicity , lyapunov function , Coupling renewal processes , Non asymptotic exponential upper bound , Homogeneous Markov chain , Renewal theory
Journal title
Stochastic Processes and their Applications
Serial Year
2014
Journal title
Stochastic Processes and their Applications
Record number
1579426
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