Title of article :
Asymptotic and spectral properties of exponentially -ergodic Markov processes
Author/Authors :
Kulik، نويسنده , , Alexey M.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
For L p convergence rates of a time homogeneous Markov process, sufficient conditions are given in terms of an exponential ϕ -coupling. This provides sufficient conditions for L p convergence rates and related spectral and functional properties (spectral gap and Poincaré inequality) in terms of appropriate combination of ‘local mixing’ and ‘recurrence’ conditions on the initial process, typical in the ergodic theory of Markov processes. The range of applications of the approach includes processes that are not time-reversible. In particular, sufficient conditions for the spectral gap property for the Lévy driven Ornstein–Uhlenbeck process are established.
Keywords :
Poincaré inequality , Hitting times , Ergodic rates , L p convergence rates , Markov process , Growth bound , Exponential ? -coupling , Spectral gap
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications