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Convergence in total variation distance for (in)homogeneous Markov processes.

Authors :
Mao, Yong-Hua
Xu, Liping
Zhang, Ming
Zhang, Yu-Hui
Source :
Statistics & Probability Letters. Jun2018, Vol. 137, p54-62. 9p.
Publication Year :
2018

Abstract

In this paper, we study the rate of convergence in total variation distance for time continuous Markov processes, by using some I ψ and I ψ , t -inequalities. For homogeneous reversible process, we use some homogeneous inequalities, including the Poincaré and relative entropy inequalities. For the time-inhomogeneous diffusion process, we use some inhomogeneous inequalities, including the time-dependent Poincaré and Log-Sobolev inequalities. This extends some results for the time-homogeneous diffusion processes in Cattiaux and Guillin (2009). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01677152
Volume :
137
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
128517445
Full Text :
https://doi.org/10.1016/j.spl.2018.01.011