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Convergence rates in strong ergodicity for Markov processes
Authors:Yong-Hua Mao
Institution:School of Mathematical Science, Beijing Normal University, Beijing 100875, People’s Republic of China
Abstract: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.
Keywords:60J60  60J75  35P15
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