论文标题

关于在半行的过程中收敛到平衡均衡速率的注释

A Note on Subexponential Rate of Convergence to Equilibrium for Processes on the Half-Line

论文作者

Sarantsev, Andrey

论文摘要

Lyapunov功能是研究马尔可夫过程与固定分布的长期收敛的强大工具。从某种意义上说,这是特征函数的替代品。对于随机排序的马尔可夫进程,可以使用Lyapunov函数轻松找到明确的收敛速率。我们较早的研究集中于指数融合率。本说明将这些结果扩展到较慢的速率,包括电源率,从而提高了(Douc,Fort,Guillin,2009年)的结果。

A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the half-line, Lyapunov functions can be used to easily find explicit rates of convergence. Our earlier research focused on exponential rate of convergence. This note extends these results to slower rates, including power rates, thus improving results of (Douc, Fort, Guillin, 2009).

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