Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
The recurrence of continuous-time Markov processes is studied. The authors provide a condition in terms of a supermartingale property for a functional of the Markov process, which is shown to imply \((f,r)\)-ergodicity and moderate deviation principle for integral (bounded) functional. The authors study the existence of suitable regular sets for the process or for some associated discrete-time Markov chains like the skeleton or the resolvent.
scientific article