Article ID Journal Published Year Pages File Type
1155520 Stochastic Processes and their Applications 2013 24 Pages PDF
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)
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