On asymptotics for Vaserstein coupling of Markov chains

We prove that strong ergodicity of a Markov process is linked with a spectral radius of a certain “associated” semigroup operator, although, not a “natural” one. We also give sufficient conditions for weak ergodicity and provide explicit estimates of the convergence rate. To establish these results we construct a modification of the Vaserstein coupling. Some applications including mixing properties are also discussed.

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Year of publication:	2013
Authors:	Butkovsky, O.A. ; Veretennikov, A. Yu.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 9, p. 3518-3541
Publisher:	Elsevier
Subject:	Markov process \| Exponential convergence \| Polynomial convergence \| Vaserstein coupling \| Mixing \| Strong ergodicity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011065060