On convergent rates of ergodic Harris chains induced from diffusions

被引：1

作者：

Hu, FR ^{[1
]}

机构：

[1] Natl Taichung Teachers Coll, Dept Math Educ, Taichung 40302, Taiwan

来源：

TAIWANESE JOURNAL OF MATHEMATICS | 2006年 / 10卷 / 03期

关键词：

exponentially uniformly ergodic in the sense of the operator norm; convergent rate; ergodic Harris chain; diffusion;

D O I：

10.11650/twjm/1500403853

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We construct an irreducible ergodic Harris chain {X-n} from a diffusion {S-t} and barriers rho(+/-)(x). We show that {X-n} is exponentially uniformly ergodic in the sense of the operator norm under the Banach space C-beta, where beta is an element of (0, 1). Moreover, the sizes of the convergent rates alpha(Chi)(beta) and alpha(S)(beta) measured by the operator norm are studied. We give an upper bound of alpha(Chi)(beta) in terms of rho(+/-)(x). The Ornstein-Uhlenbeck process and proper p(+/-)(x) are taken to show alpha(Chi)(beta) < alpha(S)(beta) for 0 < beta < 0.5.

引用

页码：651 / 668

页数：18