Bounds for left and right window cutoffs
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 |