Article ID Journal Published Year Pages File Type
7548273 Statistics & Probability Letters 2018 9 Pages PDF
Abstract
In this paper, we study the rate of convergence in total variation distance for time continuous Markov processes, by using some Iψ and Iψ,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
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