Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes
Open Access
- 1 January 1996
- journal article
- Published by Institute of Mathematical Statistics in Electronic Journal of Probability
- Vol. 1 (none)
- https://doi.org/10.1214/ejp.v1-9
Abstract
We develop quantitative bounds on rates of convergence for continuous-time Markov processes on general state spaces. Our methods involve coupling and shift-coupling, 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 the use of Langevin diffusions for Monte Carlo simulation.This publication has 19 references indexed in Scilit:
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