Concepedia

Convergence rates in strong ergodicity for Markov processes

Stochastic Processes and their Applications · 2006 · 37 citations · 15 references

Concepts

Natural SciencesMathematicsProbability TheoryStochastic ProcessesErgodic TheoryLaw Of Large NumbersLimit TheoremsMarkov ChainsMarkov ProcessesWeak ConvergenceConvergenceErgodic PropertiesErgodicityLimit Theorems For Markov ChainsPointwise Ergodic TheoremsStability Of Markov ProcessesStrong Markov Property

References

15

Strong uniform times and finite random walks

David Aldous, Persi Diaconis · Advances in Applied Mathematics · 1987 · 240 citations

Engineering, Mathematics, Physics +13

Weak Poincaré Inequalities and L2-Convergence Rates of Markov Semigroups

Michael Röckner, Feng‐Yu Wang · Journal of Functional Analysis · 2001 · 157 citations

Natural Sciences, Mathematics, Dynamical Systems +10

Coupling Methods for Multidimensional Diffusion Processes

Mu-Fa Chen, Shao-Fu Li · The Annals of Probability · 1989 · 125 citations · Full text

Engineering, Mathematics, Probability Theory +15

Gradient estimates on manifolds using coupling

M. Cranston · Journal of Functional Analysis · 1991 · 115 citations

Natural Sciences, Mechanical Engineering, Computational Geometry +9

Nash inequalities for finite Markov chains

Persi Diaconis, Laurent Saloff‐Coste · Journal of Theoretical Probability · 1996 · 111 citations

Engineering, Mathematics, Probability Theory +11