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Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes

   
@article{EJP9,
	author = {Gareth Roberts and Jeffrey Rosenthal},
	title = {Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {1},
	year = {1996},
	keywords = {Markov process, rates of convergence, coupling, shift-coupling, minorization condition, drift condition.},
	abstract = {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 diffusion examples. We are motivated by interest in the use of Langevin diffusions for Monte Carlo simulation.},
	pages = {no. 9, 1-21},
	issn = {1083-6489},
	doi = {10.1214/EJP.v1-9},    
        url = {http://ejp.ejpecp.org/article/view/9}}