Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains
نویسندگان
چکیده
منابع مشابه
Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains(
This paper studies the equivalence of exponential ergodicity and L-exponential convergence mainly for continuous-time Markov chains. In the reversible case, we show that the known criteria for exponential ergodicity are also criteria for L-exponential convergence. Until now, no criterion for L-exponential convergence has appeared in the literature. Some estimates for the rate of convergence of ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(99)00114-3