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.
"Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes." Electron. J. Probab. 1 1 - 21, 1996. https://doi.org/10.1214/EJP.v1-9