Estimate the exponential convergence rate of f-ergodicity via spectral gap
نویسندگان
چکیده
This paper studies the f-ergodicity and its exponential convergence rate for continuous-time Markov chain. Assume f is square integrable, reversible chain, it proved that of holds if only spectral gap generator positive. Moreover, equal to gap. For irreversible case, positivity remains a sufficient condition f-ergodicity. The effectiveness these results are illustrated by some typical examples.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2020.108924