A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process

DOI10.1017/JPR.2021.97MaRDI QIDQ6370869arXivFDO

Authors Giorgos Vasdekis, Gareth O. Roberts

Publication date 21 June 2021

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)

Abstract: We prove polynomial ergodicity for the one-dimensional Zig-Zag process on heavy tailed targets and identify the exact order of polynomial convergence of the process when targeting Student distributions.

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