SUBGEOMETRIC RATES OF CONVERGENCE OF MARKOV PROCESSES IN THE WASSERSTEIN METRIC
成果类型：
Article
署名作者：
Butkovsky, Oleg
署名单位：
Lomonosov Moscow State University; Technion Israel Institute of Technology
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/13-AAP922
发表日期：
2014
页码：
526-552
关键词：
摘要：
We establish subgeometric bounds on convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition and the existence of a good d-small set imply subgeometric convergence to the invariant measure. In the continuous time setting we obtain the same convergence rate provided that there exists a good d-small set and the Douc-Fort-Guillin supermaffingale condition holds. As an application of our results, we prove that the Veretennikov-Khasminskii condition is sufficient for subexponential convergence of strong solutions of stochastic delay differential equations.
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