A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process
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Publication:6370869
DOI10.1017/JPR.2021.97arXiv2106.11357MaRDI QIDQ6370869FDOQ6370869
Authors: Giorgos Vasdekis, Gareth O. Roberts 
Publication date: 21 June 2021
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.
Monte Carlo methods (65C05) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)
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