Essential spectral radius for Markov semigroups. I: Discrete time case
From MaRDI portal
Publication:1424402
DOI10.1007/s00440-003-0304-0zbMath1056.60068OpenAlexW2032392638MaRDI QIDQ1424402
Publication date: 11 March 2004
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-003-0304-0
Discrete-time Markov processes on general state spaces (60J05) Markov semigroups and applications to diffusion processes (47D07) Spectrum, resolvent (47A10) Large deviations (60F10)
Related Items (39)
Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains ⋮ Approximating a diffusion by a finite-state hidden Markov model ⋮ Spectral gap and convex concentration inequalities for birth-death processes ⋮ Transportation cost-information inequalities and applications to random dynamical systems and diffusions. ⋮ A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels ⋮ Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs ⋮ Spectral gap for hyperbounded operators ⋮ Quasi-compactness and absolutely continuous kernels ⋮ Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition ⋮ Transportation-information inequalities for Markov processes ⋮ Convergence rates in strong ergodicity for Markov processes ⋮ Transport-information inequalities for Markov chains ⋮ Spectral Analysis of Markov Kernels and Application to the Convergence Rate Of Discrete Random Walks ⋮ Large deviations for random dynamical systems and applications to hidden Markov models ⋮ Exponential convergence in the Wasserstein metric \(W_1\) for one dimensional diffusions ⋮ Recent advances in the long-time analysis of killed degenerate processes and their particle approximation ⋮ A non‐conservative Harris ergodic theorem ⋮ Large deviations for distributions of sums of random variables: Markov chain method ⋮ Robustness of iterated function systems of Lipschitz maps ⋮ Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications ⋮ Quasi-stationary distribution for Hamiltonian dynamics with singular potentials ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory ⋮ Large deviations in non-uniformly hyperbolic dynamical systems ⋮ Large deviations for Glauber dynamics of continuous gas ⋮ Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré ⋮ Regular Perturbation of V-Geometrically Ergodic Markov Chains ⋮ The eigentime identity for continuous-time ergodic Markov chains ⋮ Spectral gap of positive operators and applications ⋮ Large deviation asymptotics and control variates for simulating large functions ⋮ Transportation inequalities for stochastic differential equations of pure jumps ⋮ Large deviations of empirical measures of diffusions in weighted topologies ⋮ Some new results on strong ergodicity ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ On the recurrence set of planar Markov random walks ⋮ More on the long time stability of Feynman-Kac semigroups ⋮ Gradient estimates of Poisson equations on Riemannian manifolds and applications ⋮ Computable Bounds on the Spectral Gap for Unreliable Jackson Networks ⋮ On the spectrum of Markov semigroups via sample path large deviations
This page was built for publication: Essential spectral radius for Markov semigroups. I: Discrete time case