The Annals of Applied Probability

Subgeometric ergodicity of strong Markov processes

G. Fort and G. O. Roberts

Full-text: Open access

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.

Article information

Source
Ann. Appl. Probab., Volume 15, Number 2 (2005), 1565-1589.

Dates
First available in Project Euclid: 3 May 2005

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1115137986

Digital Object Identifier
doi:10.1214/105051605000000115

Mathematical Reviews number (MathSciNet)
MR2134115

Zentralblatt MATH identifier
1072.60057

Subjects
Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60J60: Diffusion processes [See also 58J65] 60K30: Applications (congestion, allocation, storage, traffic, etc.) [See also 90Bxx]

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

Citation

Fort, G.; Roberts, G. O. Subgeometric ergodicity of strong Markov processes. Ann. Appl. Probab. 15 (2005), no. 2, 1565--1589. doi:10.1214/105051605000000115. https://projecteuclid.org/euclid.aoap/1115137986


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