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陈木法

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OPTIMAL MARKOVIAN COUPLINGS AND APPLICATIONS

陈木法Mu-Fa Chen

Acta Math. Sinica (New Series), 10: 3, 260-275, 1994,-0001,():

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摘要/描述

This paper is devoted to studying a new topic: optimal Markovian couplings, mainly for time-continuous Markov processes. The study emphasizes the analysis of the coupling operators rather than the processes. Some constructions of optimal Markovian couplings for Markov chains and diffusions are presented, which are often unexpected. Then, the results are applied to study the L2-convergence for Markov chains and for a diffusion on compact manifold. The estimate of the convergent rate provided by this method can be sharp.

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【免责声明】以下全部内容由[陈木法]上传于[2005年06月20日 23时27分17秒],版权归原创者所有。本文仅代表作者本人观点,与本网站无关。本网站对文中陈述、观点判断保持中立,不对所包含内容的准确性、可靠性或完整性提供任何明示或暗示的保证。请读者仅作参考,并请自行承担全部责任。

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