On asymptotics for Vaserstein coupling of Markov chains
O.A. Butkovsky and
Alexander Veretennikov
Stochastic Processes and their Applications, 2013, vol. 123, issue 9, 3518-3541
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.
Keywords: Markov process; Exponential convergence; Polynomial convergence; Vaserstein coupling; Mixing; Strong ergodicity (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:123:y:2013:i:9:p:3518-3541
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DOI: 10.1016/j.spa.2013.04.016
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