Subgeometric ergodicity of strong Markov processes

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 R^n and storage models.

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)

References in corpus (1)

• Practical drift conditions for subgeometric rates of convergence

Cited by in corpus (24)

• Subgeometric rates of convergence of Markov processes in the Wasserstein metric
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
• How hot can a heat bath get?
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
• On Solutions of Mean Field Games with Ergodic Cost
• Ergodicity of Lévy-driven SDEs arising from multiclass many-server queues
• Subgeometric rates of convergence for Markov processes under subordination
• A Relative Value Iteration Algorithm for Non-degenerate Controlled Diffusions
• On quantitative hypocoercivity estimates based on Harris-type theorems
• Exponential Convergence in $L^p$-Wasserstein Distance for Diffusion Processes without Uniformly Dissipative Drift
• Polynomial bounds in the Ergodic Theorem for positive recurrent one-dimensional diffusions and integrability of hitting times
• Some new results on sample path optimality in ergodic control of diffusions
• On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
• Trends to Equilibrium in Total Variation Distance
• Subgeometric rates of convergence of f-ergodic strong Markov processes
• Rate of Converrgence for ergodic continuous Markov processes : Lyapunov versus Poincare
• State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
• Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability
• On Sub-Geometric Ergodicity of Diffusion Processes
• Polynomial deviation bounds for recurrent Harris processes having general state space
• Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination
• Reflected Brownian Motion in a Convex Polyhedral Cone: Tail Estimates for the Stationary Distribution
• General Nonlinear Stochastic Systems Motivated by Chemostat Models: Complete Characterization of Long-Time Behavior, Optimal Controls, and Applications to Wastewater Treatment
• A Note on Subexponential Rate of Convergence to Equilibrium for Processes on the Half-Line