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Some New Results on Strong Ergodicity
Authors:Yong-hua Mao
Institution:(1) Department of Mathematics, Beijing Normal University, Beijing 100875, China
Abstract: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. This announcement is an outline of an original research paper “Convergence Rates in Strong Ergodicity for Markov Processes” that will appear in Stoch. Process. Their Appl.
Keywords:Markov process  strong ergodicity  coupling  convergence rate  spectral gap
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