Subgeometric rates of convergence of Markov processes in the Wasserstein metric (Q2448687): Difference between revisions

The author establishes subgeometric bounds on the convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting, it is proved that the Lyapunov drift condition and the existence of a good \(d\)-small set imply subgeometric convergence to the invariant measure. In the continuous time setting, the author obtains the same convergence rate provided that there exists a ``good'' \(d\)-small set and the Douc-Fort-Guillin supermartingale condition holds. Then, as an application, it is proved that the Veretennikov-Khasminskii condition is sufficient for subexponential convergence of strong solutions of stochastic delay differential equations. After an introduction, Section 2 contains definitions and the main results. Applications to SDDEs and to an autoregressive model are presented in Section 3. Then, the proofs of the main results are included in Section 4.