Bounds for left and right window cutoffs

Barrera, J; Ycart B.

Keywords: cutoff, Exponential Ergodicity

Abstract

The location and width of the time window in which a sequence of processes converges to equilibrum are given under conditions of exponential convergence. The location depends on the side: the left-window and right-window cutoffs may have different locations. Bounds on the distance to equilibrium are given for both sides. Examples prove that the bounds are tight.

Más información

Título según WOS: Bounds for left and right window cutoffs
Título de la Revista: ALEA-Latin American Journal of Probability and Mathematical Statistics
Volumen: 11
Número: 2
Editorial: IMPA
Fecha de publicación: 2014
Página de inicio: 445
Página final: 458
Idioma: English
Notas: ISI