Exponential rate of convergence for some Markov operators

DOI10.1016/j.spl.2013.05.035zbMath1291.60156arXiv1506.07427MaRDI QIDQ2435760

Hanna Wojewódka

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.07427

zbMATH Keywords

Markov operators; exponential rate of convergence

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

37A25: Ergodicity, mixing, rates of mixing

Related Items

The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations, The Strassen invariance principle for certain non-stationary Markov–Feller chains, The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm, Convergence in law of iterates of weakly contractive in mean random-valued functions, Limit theorems for some Markov chains, Strong law of large numbers for continuous random dynamical systems, A criterion on asymptotic stability for partially equicontinuous Markov operators, Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process, Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows, A useful version of the central limit theorem for a general class of Markov chains, Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling, Exponential convergence for Markov systems, Law of the iterated logarithm for some Markov operators

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
• Markov chains and stochastic stability
• Asymptotic stability in a generalized probabilistic/deterministic model of the cell cycle
• Cell division and the stability of cellular populations
• Exponential mixing properties of stochastic PDEs through asymptotic coupling
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• The rate of convergence for iterated function systems
• An invariance principle for the law of the iterated logarithm for some Markov chains
• Invariant measures for nonexpansive Markov operators on Polish spaces
• Convergence de la répartition empirique vers la répartition théorique
• Optimal Transport