Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155520 | Stochastic Processes and their Applications | 2013 | 24 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
O.A. Butkovsky, A.Yu. Veretennikov,