کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155910 | 958783 | 2011 | 32 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Asymptotic and spectral properties of exponentially ϕϕ-ergodic Markov processes
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
For LpLp convergence rates of a time homogeneous Markov process, sufficient conditions are given in terms of an exponential ϕϕ-coupling. This provides sufficient conditions for LpLp convergence rates and related spectral and functional properties (spectral gap and Poincaré inequality) in terms of appropriate combination of ‘local mixing’ and ‘recurrence’ conditions on the initial process, typical in the ergodic theory of Markov processes. The range of applications of the approach includes processes that are not time-reversible. In particular, sufficient conditions for the spectral gap property for the Lévy driven Ornstein–Uhlenbeck process are established.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 5, May 2011, Pages 1044–1075
Journal: Stochastic Processes and their Applications - Volume 121, Issue 5, May 2011, Pages 1044–1075
نویسندگان
Alexey M. Kulik,