A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process
arXiv:2106.11357
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.
Accepted for publication in Journal of Applied Probability. 13 pages, 1 figure