Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (Q1009672): Difference between revisions
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Revision as of 01:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes |
scientific article |
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Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (English)
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2 April 2009
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The recurrence of continuous-time Markov processes is studied. The authors provide a condition in terms of a supermartingale property for a functional of the Markov process, which is shown to imply \((f,r)\)-ergodicity and moderate deviation principle for integral (bounded) functional. The authors study the existence of suitable regular sets for the process or for some associated discrete-time Markov chains like the skeleton or the resolvent.
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subgeometric ergodicity
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regularity
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Foster's criterion
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resolvent
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moderate deviations
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Langevin diffusions
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hypoelliptic diffusions
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storage models
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