Subgeometric ergodicity of strong Markov processes
| dc.creator | Fort, G. | |
| dc.creator | Roberts, G. O. | |
| dc.date | 2005-05-12 | |
| dc.date.accessioned | 2026-07-07T05:19:51Z | |
| dc.date.available | 2026-07-07T05:19:51Z | |
| dc.description | 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. | |
| dc.description | Published at http://dx.doi.org/10.1214/105051605000000115 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0505260 | |
| dc.identifier | http://arxiv.org/abs/math/0505260 | |
| dc.identifier | Annals of Applied Probability 2005, Vol. 15, No. 2, 1565-1589 | |
| dc.identifier | doi:10.1214/105051605000000115 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/75177 | |
| dc.subject | Probability | |
| dc.subject | 60J25 (Primary) 60J60, 60K30. (Secondary) | |
| dc.title | Subgeometric ergodicity of strong Markov processes | |
| dc.type | text |