Geometric ergodicity for classes of homogeneous Markov chains

DOI10.1016/j.spa.2014.05.002zbMath1323.60091OpenAlexW2964135325MaRDI QIDQ404128

Leonid I. Galtchouk, Serguei Pergamenchtchikov

Publication date: 4 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.05.002

zbMATH Keywords

Lyapunov functionrenewal theoryconvergence rategeometric ergodicityergodic diffusion processescoupling renewal processeshomogeneous Markov chainsnonasymptotic exponential upper bound

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

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