Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548273 | Statistics & Probability Letters | 2018 | 9 Pages |
Abstract
In this paper, we study the rate of convergence in total variation distance for time continuous Markov processes, by using some IÏ and IÏ,t-inequalities. For homogeneous reversible process, we use some homogeneous inequalities, including the Poincaré and relative entropy inequalities. For the time-inhomogeneous diffusion process, we use some inhomogeneous inequalities, including the time-dependent Poincaré and Log-Sobolev inequalities. This extends some results for the time-homogeneous diffusion processes in Cattiaux and Guillin (2009).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yong-Hua Mao, Liping Xu, Ming Zhang, Yu-Hui Zhang,