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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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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2013.04.016

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