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