Some New Results on Strong Ergodicity

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  • Department of Mathematics, Beijing Normal University, Beijing 100875, China;

Published date: 05 Mar 2006

Abstract

Coupling method is used to obtain the explicit upper and lower bounds for convergence rates in strong ergodicity for Markov processes. For one-dimensional diffusion processes and birth death processes, these bounds are sharp in the sense that the upper one and the lower one are only different by a constant.

Cite this article

MAO Yong-hua . Some New Results on Strong Ergodicity[J]. Frontiers of Mathematics in China, 2006 , 1(1) : 105 -109 . DOI: 10.1007/s11464-005-0022-2

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