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
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Asymptotic and spectral properties of exponentially ϕϕ-ergodic Markov processes
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
نویسندگان
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