相关论文: Convergence Rates in Uniform Ergodicity by Hitting…

Convergence properties of random ergodic averages have been extensively studied in the literature. In these notes, we exploit a uniform estimate by Cohen \& Cuny who showed convergence of a series along randomly perturbed times for…

Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…

Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…

We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…

In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…

This paper provides sufficient conditions over the sequence of samples and parameters of an adaptive Markov Chain Monte Carlo (MCMC) algorithm to ensure ergodicity with respect to a target distribution that can have unbounded support. These…

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

We first prove that, for $\kappa\in(0,4)$, a whole-plane SLE$(\kappa;\kappa+2)$ trace stopped at a fixed capacity time satisfies reversibility. We then use this reversibility result to prove that, for $\kappa\in(0,4)$, a chordal…

We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$. This analysis is heavily based on: first the study of the…

The large time behavior of entropy solution to the compressible Euler equations for polytropic gas (the pressure $p(\rho)=\kappa\rho^{\gamma}, \gamma>1$) with time dependent damping like $-\frac{1}{(1+t)^\lambda}\rho u$ ($0<\lambda<1$) is…

Given a convergence theorem in analysis, under very general conditions a model-theoretic compactness argument implies that there is a uniform bound on the rate of metastability. We illustrate with three examples from ergodic theory.

In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some sufficient conditions for geometric ergodicity uniformly over a parametric…

For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…

This work deals with the Euler-Maruyama (EM) scheme for stochastic differential equations with Markovian switching (SDEwMSs). We focus on the Lp-convergence rate (p is greater than or equal to 2) of the EM method given in this paper. As far…

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

We consider a diffusion process $X$ in a random L\'{e}vy potential $\mathbb{V}$ which is a solution of the informal stochastic differential equation \begin{eqnarray*}\cases{dX_t=d\beta_t-{1/2}\mathbb{V}'(X_t) dt,\cr X_0=0,}\end{eqnarray*}…

We consider the Dirichlet problem for elliptic systems with periodically distributed inclusions whose conduction parameter exhibits a significant contrast compared to the background media. We develop a unified method to quantify the…

This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…

For a reversible and ergodic Markov chain $\{X_n,n\geq0\}$ with invariant distribution $\pi$, we show that a valid confidence interval for $\pi(h)$ can be constructed whenever the asymptotic variance $\sigma^2_P(h)$ is finite and positive.…