Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rn

DOI10.1081/STM-120004469zbMATH Open1015.60061MaRDI QIDQ3147441FDOQ3147441

Wai Kong Yuen

Publication date: 8 July 2003

Published in: Stochastic Models (Search for Journal in Brave)

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zbMATH Keywords

diffusionCheeger's inequalitygeometric ratesimulation theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Cites Work

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• Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
• Shift-coupling and convergence rates of ergodic averages
• Markov chain convergence: From finite to infinite

Cited In (4)

• Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
• Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces
• Title not available (Why is that?)
• Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).

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