Journal of Applied Probability · 2002 · 34 citations · 17 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesBirth-death ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesErgodic TheoryMarkov ProcessesDiffusionsErgodic PropertiesErgodicityErgodicity ConditionsErgodicity Of DiffusionsEssential SpectrumMarkov Diffusion ProcessesStochastic Birth-death Processes
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.
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Strong uniform times and finite random walks
David Aldous, Persi Diaconis · Advances in Applied Mathematics · 1987 · 240 citations
Engineering, Mathematics, Physics +13
Coupling Methods for Multidimensional Diffusion Processes
Mu-Fa Chen, Shao-Fu Li · The Annals of Probability · 1989 · 125 citations · Full text