activity
20102023
most citedErgodicity for the -type Markov Chain

6 citations · 9 across the 9 of their papers we have counts for

collaborators

9 papers

math.PR2023

Quasi-stationary distributions for time-changed symmetric -stable processes killed upon hitting zero

Zhe-Kang Fang, Yong-Hua Mao, Tao Wang

For a time-changed symmetric -stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary d…

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.PR2020★ 2 cited

Variational Formulas of Asymptotic Variance for General Discrete-time Markov Chains

Lu-Jing Huang, Yong-Hua Mao

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the…

math.PR2020★ 1 cited

Perturbation theory and uniform ergodicity for discrete-time Markov chains

Yonghua Mao, Yanhong Song

We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set.…

math.PR2019

Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes

Yong-Hua Mao, Tao Wang

We present Lyapunov-type conditions for non-strong ergodicity of Markov processes. Some concrete models are discussed including diffusion processes on Riemannian manifolds and Orns…

math.PR2018

The Optimal Constant in Generalized Hardy's Inequality

Ying Li, Yong-hua Mao

We obtain the sharp factor of the two-sides estimates of the optimal constant in generalized Hardy's inequality with two general Borel measures on , which generalizes a…