Geometric ergodicity for classes of homogeneous Markov chains (Q404128)
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English | Geometric ergodicity for classes of homogeneous Markov chains |
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Geometric ergodicity for classes of homogeneous Markov chains (English)
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4 September 2014
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homogeneous Markov chains
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geometric ergodicity
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nonasymptotic exponential upper bound
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convergence rate
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ergodic diffusion processes
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renewal theory
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coupling renewal processes
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Lyapunov function
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