Subgeometric ergodicity of strong Markov processes

• 成果类型: Article
• 署名作者: Fort, G; Roberts, GO
• 署名单位: Centre National de la Recherche Scientifique (CNRS); Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); Lancaster University
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/105051605000000115
• 发表日期: 2005
• 页码: 1565-1589
• 关键词: CONVERGENCE-RATES; STABILITY

摘要

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 R-n and storage models.