Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (Q1009672)
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scientific article; zbMATH DE number 5539231
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| English | Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes |
scientific article; zbMATH DE number 5539231 |
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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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0.9055324196815492
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0.8961359262466431
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0.8651257157325745
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0.8649168014526367
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0.8313174247741699
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