Strong ergodicity for Markov processes by coupling methods

Yong-Hua Mao

Journal of Applied Probability · 2002 · 34 citations · 17 references

Concepts

Abstract

In this paper, we apply coupling methods to study strong ergodicity for Markov processes, and sufficient conditions are presented in terms of the expectations of coupling times. In particular, explicit criteria are obtained for one-dimensional diffusions and birth-death processes to be strongly ergodic. As a by-product, strong ergodicity implies that the essential spectra of the generators for these processes are empty.

References

17