Abstract
A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the half-line, Lyapunov functions can be used to easily find explicit rates of convergence. Our earlier research focused on exponential rate of convergence. This note extends these results to slower rates, including power rates, thus improving results of (Douc, Fort, Guillin, 2009).
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.