SUBGEOMETRIC ERGODICITY OF STRONG MARKOV PROCESSES

@inproceedings{Fort2005SUBGEOMETRICEO,
  title={SUBGEOMETRIC ERGODICITY OF STRONG MARKOV PROCESSES},
  author={Gersende Fort and Gareth O. Roberts},
  year={2005}
}
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. 1. Introduction. This paper is devoted to the study of subgeometric f-ergodicity… CONTINUE READING

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