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