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