Long time behavior of Markov processes
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Publication:3451709
DOI10.1051/proc/201444006zbMath1338.60177OpenAlexW2168153404MaRDI QIDQ3451709
Publication date: 17 November 2015
Published in: ESAIM: Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201444006
Markov processesLyapunov functionsmixinghitting timesconvergence to equilibriumPoincaré inequalities
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (4)
Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures ⋮ On the limitations of single-step drift and minorization in Markov chain convergence analysis ⋮ Sensitivity analysis of long-term cash flows ⋮ Gevrey estimates of the resolvent and sub-exponential time-decay for the heat and Schrödinger semigroups
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