Some new results on strong ergodicity

被引:0
|
作者
Mao Y.-H. [1 ]
机构
[1] Department of Mathematics, Beijing Normal University
基金
中国国家自然科学基金;
关键词
Convergence rate; Coupling; Markov process; Spectral gap; Strong ergodicity;
D O I
10.1007/s11464-005-0022-2
中图分类号
学科分类号
摘要
Coupling method is used to obtain the explicit upper and lower bounds for convergence rates in strong ergodicity for Markov processes. For one-dimensional diffusion processes and birth-death processes, these bounds are sharp in the sense that the upper one and the lower one are only different by a constant. © Higher Education Press and Springer-Verlag 2006.
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页码:105 / 109
页数:4
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