Open Access
May 2005 Subgeometric ergodicity of strong Markov processes
G. Fort, G. O. Roberts
Ann. Appl. Probab. 15(2): 1565-1589 (May 2005). DOI: 10.1214/105051605000000115

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 ℝn and storage models.

Citation

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G. Fort. G. O. Roberts. "Subgeometric ergodicity of strong Markov processes." Ann. Appl. Probab. 15 (2) 1565 - 1589, May 2005. https://doi.org/10.1214/105051605000000115

Information

Published: May 2005
First available in Project Euclid: 3 May 2005

zbMATH: 1072.60057
MathSciNet: MR2134115
Digital Object Identifier: 10.1214/105051605000000115

Subjects:
Primary: 60J25
Secondary: 60J60 , 60K30

Keywords: drift criterion , Langevin diffusions , Markov processes , storage models , subgeometric f-ergodicity

Rights: Copyright © 2005 Institute of Mathematical Statistics

Vol.15 • No. 2 • May 2005
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