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
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
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