Estimate of Exponential Convergence Rate in Total Variation by Spectral Gap

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Chen Mufa Department of Mathematics Beijing Normal University Beijing China [100875 ]
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O211.62 [马尔可夫过程];
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<正> This note is devoted to study the exponential convergence rate in the total variation forreversible Markov processes by comparing it with the spectral gap. It is proved that in a quite generalsetup, with a suitable restriction on the initial distributions, the rate is bounded from below by thespectral gap. Furthemore, in the compact case or for birth-death processes or half-line diffosions,the rate is shown to be equal to the spectral gap.
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页码:9 / 16
页数:8
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