Title of article :
On asymptotics for Vaserstein coupling of Markov chains
Author/Authors :
Butkovsky، نويسنده , , O.A. and Veretennikov، نويسنده , , A.Yu.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Pages :
24
From page :
3518
To page :
3541
Abstract :
We prove that strong ergodicity of a Markov process is linked with a spectral radius of a certain “associated” semigroup operator, although, not a “natural” one. We also give sufficient conditions for weak ergodicity and provide explicit estimates of the convergence rate. To establish these results we construct a modification of the Vaserstein coupling. Some applications including mixing properties are also discussed.
Keywords :
Markov process , Strong ergodicity , Exponential convergence , Polynomial convergence , Mixing , Vaserstein coupling
Journal title :
Stochastic Processes and their Applications
Serial Year :
2013
Journal title :
Stochastic Processes and their Applications
Record number :
1579069
Link To Document :
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