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Exponential ergodicity for a class of Markov processes with interactions

Exponential ergodicity for a class of Markov processes with interactions Abstract We establish exponential ergodicity for a class of Markov processes with interactions, including two-factor type processes and Gruschin type processes. The proof is elementary and direct via the Markov coupling technique. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Applied Probability Cambridge University Press

Exponential ergodicity for a class of Markov processes with interactions

Journal of Applied Probability , Volume 60 (2): 14 – Jun 1, 2023
14 pages

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Publisher
Cambridge University Press
Copyright
© The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust
ISSN
1475-6072
eISSN
0021-9002
DOI
10.1017/jpr.2022.56
Publisher site
See Article on Publisher Site

Abstract

Abstract We establish exponential ergodicity for a class of Markov processes with interactions, including two-factor type processes and Gruschin type processes. The proof is elementary and direct via the Markov coupling technique.

Journal

Journal of Applied ProbabilityCambridge University Press

Published: Jun 1, 2023

Keywords: Exponential ergodicity; two-factor type process; Gruschin type process; coupling; 60G51; 60G52; 60J25

References