Document Zbl 1105.60061

Convergence rates in strong ergodicity for Markov processes. (English) Zbl 1105.60061

Stochastic Processes Appl. 116, No. 12, 1964-1976 (2006).

Summary: A 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 only differ in a constant.

Cited in 13 Documents

MSC:

60J60	Diffusion processes
60J75	Jump processes (MSC2010)
35P15	Estimates of eigenvalues in context of PDEs

Keywords:

coupling; spectral gap

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References:

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