Some New Results on Strong Ergodicity |
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Authors: | Yong-hua Mao |
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Institution: | (1) Department of Mathematics, Beijing Normal University, Beijing 100875, China |
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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. |
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Keywords: | Markov process strong ergodicity coupling convergence rate spectral gap |
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