GENERALIZED COUPLINGS AND ERGODIC RATES FOR SPDES AND OTHER MARKOV MODELS

被引：19

作者：

Butkovsky, Oleg ^{[1
]}

Kulik, Alexei ^{[2
]}

Scheutzow, Michael ^{[3
]}

机构：

[1] Weierstrass Inst, Berlin, Germany

[2] Wroclaw Univ Sci & Technol, Fac Pure & Appl Math, Wroclaw, Poland

[3] Tech Univ Berlin, Inst Math, Berlin, Germany

来源：

ANNALS OF APPLIED PROBABILITY | 2020年 / 30卷 / 01期

关键词：

Markov processes; invariant measure; ergodicity; generalized couplings; SPDEs; NAVIER-STOKES EQUATIONS; UNIQUE ERGODICITY; SUBGEOMETRIC RATES; HARNACK INEQUALITY; MIXING PROPERTIES; CONVERGENCE;

D O I：

10.1214/19-AAP1485

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish verifiable general sufficient conditions for exponential or subexponential ergodicity of Markov processes that may lack the strong Feller property. We apply the obtained results to show exponential ergodicity of a variety of nonlinear stochastic partial differential equations with additive forcing, including 2D stochastic Navier-Stokes equations. Our main tool is a new version of the generalized coupling method.

引用

页码：1 / 39

页数：39

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[2]

[Anonymous], 1991, ATMOSPHERIC DATA ANA

[3]

BAO J., 2018, ARXIV180503431

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