Subexponential Upper and Lower Bounds in Wasserstein Distance for Markov Processes-Reference-Cited by-同舟云学术

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Subexponential Upper and Lower Bounds in Wasserstein Distance for Markov Processes

Published:2022-05-10 Issue:3 Volume:85 Page:
ISSN:0095-4616
Container-title:Applied Mathematics & Optimization
language:en
Short-container-title:Appl Math Optim

Author:

Sandrić Nikola,Arapostathis Ari,Pang Guodong

Funder

army research office

national science foundation

hrvatska zaklada za znanost

alexander von humboldt-stiftung

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Link

https://link.springer.com/content/pdf/10.1007/s00245-022-09866-z.pdf

Reference87 articles.

1. Abourashchi, N., Veretennikov, A.Y.: On stochastic averaging and mixing. Theory Stoch. Process. 16, 111–129 (2010)

2. Albeverio, S., Brzeźniak, Z., Wu, J.-L.: Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients. J. Math. Anal. Appl. 371, 309–322 (2010). https://doi.org/10.1016/j.jmaa.2010.05.039

3. Andrieu, C., Fort, G., Vihola, M.: Quantitative convergence rates for subgeometric Markov chains. J. Appl. Probab. 52, 391–404 (2015). https://doi.org/10.1239/jap/1437658605

4. Arapostathis, A., Borkar, V.S., Ghosh, M.K.: Ergodic control of diffusion processes. In: Encyclopedia of Mathematics and its Applications, vol. 143. Cambridge University Press, Cambridge (2012)

5. Arapostathis, A., Hmedi, H., Pang, G., Sandrić, N.: Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues. In: Modeling, Stochastic Control, Ooptimization, and Applications. The IMA Volumes in Mathematics and its Applications Book, vol. 164, pp. 1–20. Springer, Cham (2019)

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1. Subexponential lower bounds for f-ergodic Markov processes;Probability Theory and Related Fields;2024-08-21

2. Hoeffding’s inequality for non-irreducible Markov models;Statistics & Probability Letters;2023-09

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