Roberts, Gareth O.; Rosenthal, Jeffrey S. Quantitative bounds for convergence rates of continuous time Markov processes. (English) Zbl 0891.60068 Electron. J. Probab. 1, No. 9, 1-21 (1996). Summary: We develop quantitative bounds on rates of convergence for continuous-time Markov processes on general state spaces. Our methods involve coupling and shift-coupling, and make use of minorization and drift conditions. In particular, we use auxiliary coupling to establish the existence of small (or pseudo-small) sets. We apply our method to some diffusion examples. We are motivated by interest in the use of Langevin diffusions for Monte Carlo simulation. Cited in 27 Documents MSC: 60J25 Continuous-time Markov processes on general state spaces Keywords:rates of convergence; Langevin diffusions; Monte Carlo simulation PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Electron. J. Probab. 1, No. 9, 1--21 (1996; Zbl 0891.60068) Full Text: DOI EuDML EMIS