On asymptotics for Vaserstein coupling of Markov chains

DOI10.1016/j.spa.2013.04.016zbMath1294.60095OpenAlexW1978990477MaRDI QIDQ2447721

Alexander Yu. Veretennikov, O. A. Butkovsky

Publication date: 28 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.spa.2013.04.016

zbMATH Keywords

Markov processpolynomial convergencemixingexponential convergencestrong ergodicityVaserstein coupling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05)

Related Items (6)

On improved bounds and conditions for the convergence of Markov chains ⋮ On some extended Erlang-Sevastyanov queueing system and its convergence rate ⋮ On the exponential convergence rate of the distribution for some nonregenerative reliability system ⋮ On the convergence of formally diverging neural net-based classifiers ⋮ On convergence rates for homogeneous Markov chains ⋮ A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Criteria for the recurrence or transience of stochastic process. I
• Geometric bounds for eigenvalues of Markov chains
• General state space Markov chains and MCMC algorithms
• Non-negative matrices and Markov chains. 2nd ed
• Quantitative bounds on convergence of time-inhomogeneous Markov chains
• Quantitative convergence rates of Markov chains: A simple account
• General Irreducible Markov Chains and Non-Negative Operators
• Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes
• A maximal coupling for Markov chains
• On coupling of Markov chains

This page was built for publication: On asymptotics for Vaserstein coupling of Markov chains