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ExponentialL 2-convergence andL 2-spectral gap for Markov processes

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Abstract

This paper deals with the exponentialL 2-convergence for jump processes. We introduce some reduction methods and improve some previous results. Then we prove that for birth-death processes, exponentialL 2-convergence coincides indeed with exponential ergodicity which is widely studied in the Markov chain theory.

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Authors and Affiliations

  1. Department of Mathematics, Beijing Normal University, Beijing, China

    Chen Mufa

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  1. Chen Mufa
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Research supported in part by the National Natural Science Foundation of China and Fok Ying-Tung Educational Foundation

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Mufa, C. ExponentialL 2-convergence andL 2-spectral gap for Markov processes. Acta Mathematica Sinica 7, 19–37 (1991). https://doi.org/10.1007/BF02582989

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  • DOI: https://doi.org/10.1007/BF02582989

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