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Asymptotic and spectral properties of exponentially \phi-ergodic Markov processes

Asymptotic and spectral properties of exponentially \phi-ergodic Markov processes,Alexey M. Kulik

Asymptotic and spectral properties of exponentially \phi-ergodic Markov processes   (Citations: 1)
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New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For L_p convergence rates and related spectral and functional properties (spectral gap and Poincare inequality) sufficient conditions are given in the terms of an exponential \phi-coupling. This provides sufficient conditions for L_p convergence rates in the terms of appropriate combination of `local mixing' and `recurrence' conditions on the initial process, typical in the ergodic theory of Markov processes. The range of application of the approach includes time-irreversible processes. In particular, sufficient conditions for spectral gap property for Levy driven Ornstein-Uhlenbeck process are established.
Published in 2009.
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