Subgeometric ergodicity of strong Markov processes (Q558691)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Subgeometric ergodicity of strong Markov processes
scientific article

    Statements

    Subgeometric ergodicity of strong Markov processes (English)
    0 references
    0 references
    0 references
    13 July 2005
    0 references
    The authors are concerned with subgeometric \(f\)-ergodicity of a strong Markov semigroup \((P^{t})_{t\geq 0}\;\)on a locally compact and separable metric space \(X\). They present sufficient conditions implying that \(\lim_{t\rightarrow \infty }r\left( t\right) \left\| P^{t}\left( x.\cdot \right) -\pi \left( \cdot \right) \right\| _{f}=0\) for \(\pi \)-almost all \(x\in X\). Here \(r=(r\left( t\right) )_{t\geq 0\text{ }}\)is a subgeometrically increasing rate function, \(f\geq 1\) is a Borel function on \(X\), and \(\pi ^{\text{ }}\)is the unique invariant probability measure associated with \((P^{t})_{t\geq 0}\). The main condition is expressed in terms of modulated moments of delayed return-times to a small set. Analogous to the subgeometric \(f\)-ergodicity criterion for discrete-time Markov chains, it extends earlier criteria implying different notions of stability for continuous-time Markov processes such as Harris recurrence, positive Harris recurrence, ergodicity and \(f\)-ergodicity. It is also derived a condition for polynomial ergodicity that is expressed in terms of inequality on the semigroup generator and is analogous to the so-called drift inequality in the discrete-time case. Applications to Langevin tempered diffusions in \(\mathbb{R}^{n}\) and storage models are discussed in some details.
    0 references
    0 references
    0 references
    0 references
    0 references
    subgeometric \(f\)-ergodicity
    0 references
    drift criterion
    0 references
    Langevin diffusion
    0 references
    storage model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references