Tao Wang

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20192023

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Showing 2021 · math.PRShow all

3 papers · 2 filters

math.PR2021

Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one

Tao Wang

We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric Lévy processes by using harm…

math.PR2021

Variational principles for asymptotic variance of general Markov processes

Lu-Jing Huang, Yong-Hua Mao, Tao Wang

A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes…

math.PR2021

Convergence Rates in Uniform Ergodicity by Hitting Times and $L^{2}$ -exponential Convergence Rates

Yong-Hua Mao, Tao Wang

Generally the convergence rate in exponential ergodicity $λ$ is an upper bound for the convergence rate $κ$ in uniform ergodicity for a Markov process, that is $λ ⩾ κ$ . In th…

Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one

Variational principles for asymptotic variance of general Markov processes

Convergence Rates in Uniform Ergodicity by Hitting Times and L2-exponential Convergence Rates

Convergence Rates in Uniform Ergodicity by Hitting Times and $L^{2}$ -exponential Convergence Rates