Title of article :
Geometric ergodicity for classes of homogeneous Markov chains
Author/Authors :
L. Galtchouk، نويسنده , , L. and Pergamenshchikov، نويسنده , , S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
The paper deals with non asymptotic computable bounds for the geometric convergence rate of homogeneous ergodic Markov processes. Some sufficient conditions are stated for simultaneous geometric ergodicity of Markov chain classes. This property is applied to nonparametric estimation in ergodic diffusion processes.
Keywords :
Convergence Rate , Ergodic diffusion processes , Geometric ergodicity , lyapunov function , Coupling renewal processes , Non asymptotic exponential upper bound , Homogeneous Markov chain , Renewal theory
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
