Subgeometric ergodicity of strong Markov processes

Details Subgeometric ergodicity of strong Markov processes Subgeometric ergodicity of strong Markov processes

2005-05-12

arxiv.org/abs/math/0505260v1

Annals of Applied Probability 2005, Vol. 15, No. 2, 1565-1589

Mathematics

Probability

Published at http://dx.doi.org/10.1214/105051605000000115 in the Annals of Applied Probability (http://www.imstat.org/aap/) by

Scientific paper

10.1214/105051605000000115

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.

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