کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4592749 | 1335139 | 2008 | 33 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
We study the relationship between two classical approaches for quantitative ergodic properties: the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of Poincaré type). We show that they can be linked through new inequalities (Lyapunov–Poincaré inequalities). Explicit examples for diffusion processes are studied, improving some results in the literature. The example of the kinetic Fokker–Planck equation recently studied by Hérau and Nier, Helffer and Nier, and Villani is in particular discussed in the final section.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 254, Issue 3, 1 February 2008, Pages 727-759
Journal: Journal of Functional Analysis - Volume 254, Issue 3, 1 February 2008, Pages 727-759