A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process
Probability
2021-11-02 v2 Computation
Abstract
We prove polynomial ergodicity for the one-dimensional Zig-Zag process on heavy tailed targets and identify the exact order of polynomial convergence of the process when targeting Student distributions.
Cite
@article{arxiv.2106.11357,
title = {A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process},
author = {G. Vasdekis and G. O. Roberts},
journal= {arXiv preprint arXiv:2106.11357},
year = {2021}
}
Comments
Accepted for publication in Journal of Applied Probability. 13 pages, 1 figure