| Título: | Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes |
| Autores: |
Roberts, Gareth O.; University of Cambridge Rosenthal, Jeffrey S.; University of Toronto |
| Fecha: | 1996-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Markov process, rates of convergence, coupling, shift-coupling, minorization condition, drift condition. 60J25. |
| Descripción: | We develop quantitative bounds on rates of convergence for continuous-time Markov processes on general state spaces. Our methods involve coupling and shift-coupling, and make use of minorization and drift conditions. In particular, we use auxiliary coupling to establish the existence of small (or pseudo-small) sets. We apply our method to some diffusion examples. We are motivated by interest in the use of Langevin diffusions for Monte Carlo simulation. |
| Idioma: | Inglés |
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