Strong ergodicity for Markov processes by coupling methods

In this paper, we apply coupling methods to study strong ergodicity for Markov processes, and sufficient conditions are presented in terms of the expectations of coupling times. In particular, explicit criteria are obtained for one-dimensional diffusions and birth-death processes to be strongly ergo...

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Veröffentlicht in:	Journal of applied probability 2002-12, Vol.39 (4), p.839-852
1. Verfasser:	Mao, Yong-Hua
Format:	Artikel
Sprache:	eng
Schlagworte:	35P15 60J60 60J75 coupling Eigenvalues Ergodic theory essential spectrum Estimation methods Exact sciences and technology Markov analysis Markov chains Markov processes Markov semigroups Mathematical analysis Mathematical models Mathematics Methods Partial differential equations Probability and statistics Probability theory and stochastic processes Processes Research Papers Riemann manifold Sciences and techniques of general use Semigroups Spectral theory strong ergodicity Studies Sufficient conditions
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