Subgeometric ergodicity of strong Markov processes

Gersende Fort, Gareth O. Roberts

The Annals of Applied Probability · 2005 · 91 citations · 32 references

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Abstract

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 ℝn and storage models.

References

32