Subgeometric ergodicity of strong Markov processes
Fort, G. ; Roberts, G. O.
Ann. Appl. Probab., Tome 15 (2005) no. 1A, p. 1565-1589 / Harvested from Project Euclid
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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.
Publié le : 2005-05-14
Classification:  Markov processes,  subgeometric f-ergodicity,  drift criterion,  Langevin diffusions,  storage models,  60J25,  60J60,  60K30 
@article{1115137986,
     author = {Fort, G. and Roberts, G. O.},
     title = {Subgeometric ergodicity of strong Markov processes},
     journal = {Ann. Appl. Probab.},
     volume = {15},
     number = {1A},
     year = {2005},
     pages = { 1565-1589},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1115137986}
}

Fort, G.; Roberts, G. O. Subgeometric ergodicity of strong Markov processes. Ann. Appl. Probab., Tome 15 (2005) no. 1A, pp.  1565-1589. http://gdmltest.u-ga.fr/item/1115137986/