Subgeometric ergodicity of strong Markov processes
Probability
2007-05-23 v1
Abstract
We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f-ergodicity in terms of a drift condition on the generator. Applications to specific processes are considered, including Langevin tempered diffusions on R^n and storage models.
Cite
@article{arxiv.math/0505260,
title = {Subgeometric ergodicity of strong Markov processes},
author = {G. Fort and G. O. Roberts},
journal= {arXiv preprint arXiv:math/0505260},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/105051605000000115 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)