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arXiv:math/0505260 [math.PR]AbstractReferencesReviewsResources

Subgeometric ergodicity of strong Markov processes

G. Fort, G. O. Roberts

Published 2005-05-12Version 1

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.

Comments: Published at http://dx.doi.org/10.1214/105051605000000115 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Applied Probability 2005, Vol. 15, No. 2, 1565-1589
Categories: math.PR
Subjects: 60J25, 60J60, 60K30
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