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Exponential ergodicity for a class of Markov processes with interactions

Part of: Stochastic processes Markov processes

Published online by Cambridge University Press:  01 December 2022

Jianhai Bao  and
Jian Wang
Jianhai Bao*
Affiliation:
Tianjin University
Jian Wang*
Affiliation:
Fujian Normal University
*
*Postal address: Center for Applied Mathematics, Tianjin University, 300072 Tianjin, P.R. China. Email: jianhaibao@tju.edu.cn
**Postal address: School of Mathematics and Statistics & Fujian Key Laboratory of Mathematical Analysis and Applications (FJKLMAA) & Center for Applied Mathematics of Fujian Province (FJNU), Fujian Normal University, 350007 Fuzhou, P.R. China. Email: jianwang@fjnu.edu.cn
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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.

Keywords

Exponential ergodicitytwo-factor type processGruschin type processcoupling

MSC classification

Primary: 60G51: Processes with independent increments; L'evy processes
Secondary: 60G52: Stable processes 60J25: Continuous-time Markov processes on general state spaces
Type
Original Article
Information
Journal of Applied Probability , Volume 60 , Issue 2 , June 2023 , pp. 465 - 478
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Copyright
© The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust

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