Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains
By Mu-Fa Chen. 2000
48 citations recorded by the source corpus.
Subfields: Management Information Systems, Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/847282908f842721b6c66dfeffcf116f50eea6cf
How researchers see this paper
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In Management Information Systems
In Mathematical Physics
- Ulrich Rieder
- Xianping Guo
- Liming Wu
- Mu-Fa Chen
- Arnaud Guillin
- Feng-Yu Wang
- Patrick Cattiaux
- D. Bakry
In Statistics and Probability
- Ulrich Rieder
- Xianping Guo
- Liming Wu
- Mu-Fa Chen
- Arnaud Guillin
- Djalil CHAFAÏ
- Nicolas Privault
- Mathew D. Penrose
Citations in the corpus
- Eigenvalues, inequalities and ergodic theory (2001, background): “oes there exist any relation between the above inequalities and the traditional three types of ergodicity? 6 EIGENVALUES, INEQUALITIES AND ERGODIC THEORY 3.3 New picture of ergodictheory Theorem[16] ,[19][20]. For reversible Markov chains, we have the following diagram: Nash inequality ււ ցց Log. So”
- Essential spectral radius for Markov semigroups (I): discrete time case (2004, background): “By Riesz-Thorin’s theorem, ress(P |Lp(µ) ) 3 ] obtains this spectral gap in L 2 (µ) in the context of Theorem 1.3 in sev-”
- Average optimality for continuous-time Markov decision processes in polish spaces (2006, methodology): “tial convergence rate ρ and the constant R in (3.3) are independent of all stationary policies. On the other hand, other examples and approaches that yield exponential ergodicity (3.3) can be seen in [3, 7, 28, 36, 40], for instance. Finally, be warned that all of the underlying processes in this pa”