htmlQuantitative bounds for convergence ratesof continuous time Markov processesbyGareth

@inproceedings{Roberts1996htmlQuantitativeBF,
  title={htmlQuantitative bounds for convergence ratesof continuous time Markov processesbyGareth},
  author={Gareth O. Roberts and Jeffrey S. Rosenthal},
  year={1996}
}
We develop quantitative bounds on rates of convergence for continuous-time Markov processes on general state spaces. Our methods involve coupling and shift-coupling, and make use of minorization and drift conditions. In particular, we use auxiliary coupling to establish the existence of small (or pseudo-small) sets. We apply our method to some diiusion examples. We are motivated by interest in the use of Langevin diiusions for Monte Carlo simulation. 

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