Title of article :
Convergence rates in strong ergodicity for Markov processes
Author/Authors :
Mao، نويسنده , , Yong-Hua، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
A coupling method is used to obtain the explicit upper and lower bounds for convergence rates in strong ergodicity for Markov processes. For one-dimensional diffusion processes and birth–death processes, these bounds are sharp in the sense that the upper one and the lower one only differ in a constant.
Keywords :
Strong ergodicity , Markov process , Coupling , Convergence Rate , Spectral gap
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications