Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.

DOI10.1016/S0304-4149(99)00114-3zbMath1045.60078MaRDI QIDQ1877399

Chen Mu-Fa

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chainsspectral gapexponential ergodicity

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

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Cites Work

• Spectral gap for zero-range dynamics
• Markov chains and stochastic stability
• Continuous-time Markov chains. An applications-oriented approach
• Geometric ergodicity and hybrid Markov chains
• Exponential and uniform ergodicity of Markov processes
• Computable exponential convergence rates for stochastically ordered Markov processes
• Absence of mass gap for a class of stochastic contour models.
• General Irreducible Markov Chains and Non-Negative Operators
• Estimation of spectral gap for Markov chains
• Estimate of exponential convergence rate in total variation by spectral gap
• Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap
• Unnamed Item

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