Subgeometric ergodicity of strong Markov processes

DOI10.1214/105051605000000115zbMATH Open1072.60057arXivmath/0505260OpenAlexW1997886307MaRDI QIDQ558691FDOQ558691

Authors: Gersende Fort, Gareth O. Roberts 

Publication date: 13 July 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

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 R^n and storage models.

Full work available at URL: https://arxiv.org/abs/math/0505260

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zbMATH Keywords

storage modeldrift criterionLangevin diffusionsubgeometric \(f\)-ergodicity

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Continuous-time Markov processes on general state spaces (60J25)

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