Convergence rates in strong ergodicity for Markov processes

DOI10.1016/j.spa.2006.05.008zbMath1105.60061OpenAlexW2011774571MaRDI QIDQ860709

Yong Hua Mao

Publication date: 9 January 2007

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

Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.008

zbMATH Keywords

spectral gapcoupling

Mathematics Subject Classification ID

Related Items (13)

Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results ⋮ Spectral gap and convergence rate for discrete-time Markov chains ⋮ Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one ⋮ Explicit convergence rates for the \(M/G/1\) queue under perturbation ⋮ Convergence rates for reversible Markov chains without the assumption of nonnegative definite matrices ⋮ Successful couplings for diffusion processes with state-dependent switching ⋮ COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS ⋮ Computable Bounds for the Decay Parameter of a Birth–Death Process ⋮ Ergodicity of regime-switching diffusions in Wasserstein distances ⋮ Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process ⋮ Lyapunov-type conditions for non-strong ergodicity of Markov processes ⋮ Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates ⋮ Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes

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