Small and Pseudo - Small Sets for Markov
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منابع مشابه
Quantitative bounds for convergence rates of continuous time Markov processes
We develop quantitative bounds on rates of convergence for continuoustime Markov processes on general state spaces. Our methods involve coupling and shiftcoupling, and make use of minorization and drift conditions. In particular, we use auxiliary coupling to establish the existence of small (or pseudo-small) sets. We apply our method to some diffusion examples. We are motivated by interest in t...
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تاریخ انتشار 2000