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 ℝn and storage models.
| Original language | English |
|---|---|
| Pages (from-to) | 1565-1589 |
| Number of pages | 25 |
| Journal | Annals of Applied Probability |
| Volume | 15 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1 Jan 2005 |
Keywords
- Drift criterion
- Langevin diffusions
- Markov processes
- Storage models
- Subgeometric f-ergodicity
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