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Exponential and Uniform Ergodicity of Markov...
Journal article

Exponential and Uniform Ergodicity of Markov Processes

Abstract

General characterizations of geometric convergence for Markov chains in discrete time on a general state space have been developed recently in considerable detail. Here we develop a similar theory for $\varphi$-irreducible continuous time processes and consider the following types of criteria for geometric convergence: 1. the existence of exponentially bounded hitting times on one and then all suitably "small" sets; 2. the existence of …

Authors

Down D; Meyn SP; Tweedie RL

Journal

The Annals of Probability, Vol. 23, No. 4, pp. 1671–1691

Publisher

Institute of Mathematical Statistics

DOI

10.1214/aop/1176987798

ISSN

0091-1798