Subgeometric rates of convergence of f-ergodic strong Markov processes

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dc.creatorDouc, Randal
dc.creatorFort, Gersende
dc.creatorGuillin, Arnaud
dc.date2006-05-31
dc.date.accessioned2026-07-07T08:07:52Z
dc.date.available2026-07-07T08:07:52Z
dc.descriptionWe provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift inequality on the extended generator and on the resolvent kernel are given. Results related to (f,r)-regularity and to moderate deviation principle for integral (bounded) functional are also derived. Applications to specific processes are considered, including elliptic stochastic differential equation, Langevin diffusions, hypoelliptic stochastic damping Hamiltonian system and storage models.
dc.identifierhttps://arxiv.org/abs/math/0605791
dc.identifierhttp://arxiv.org/abs/math/0605791
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131077
dc.subjectStatistics Theory
dc.subject60J25, 37A25, 60F10,60J35, 60J60
dc.titleSubgeometric rates of convergence of f-ergodic strong Markov processes
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