کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155520 958737 2013 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On asymptotics for Vaserstein coupling of Markov chains
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
On asymptotics for Vaserstein coupling of Markov chains
چکیده انگلیسی

We prove that strong ergodicity of a Markov process is linked with a spectral radius of a certain “associated” semigroup operator, although, not a “natural” one. We also give sufficient conditions for weak ergodicity and provide explicit estimates of the convergence rate. To establish these results we construct a modification of the Vaserstein coupling. Some applications including mixing properties are also discussed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 9, September 2013, Pages 3518–3541
نویسندگان
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