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Subgeometric ergodicity of strong Markov processes
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.Comment: 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
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