Subgeometric ergodicity of strong Markov processes
Subgeometric ergodicity of strong Markov processes
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DOI：
10.1214/105051605000000115
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发表时间：
2005-05-01
影响因子：
1.8
通讯作者：
Roberts, GO
中科院分区：
文献类型：
--
作者：
Fort, G;Roberts, GO
给出了强马尔可夫过程亚几何f遍历性的充分条件。我们首先提出了一个基于延迟返回时间的调制矩的判据。然后，我们根据发生器上的漂移条件，给出了多项式f遍历性的判据。应用于特定的过程，包括朗格万回火扩散和存储模型。
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.