Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
type: Item
instance of: scholarly article
title: Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
zbMATH Open document ID: 1163.60034
author: Gersende Fort
author: Randal Douc
author: Arnaud Guillin
published in: Stochastic Processes and their Applications
publication date: 2009-04-02T00:00:00Z
full work available at URL: https://arxiv.org/abs/math/0605791
review text: 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.
reviewed by: Sophia L. Kalpazidou
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 37A25
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J35
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 5539231
zbMATH Keywords: subgeometric ergodicity
zbMATH Keywords: regularity
zbMATH Keywords: Foster's criterion
zbMATH Keywords: resolvent
zbMATH Keywords: moderate deviations
zbMATH Keywords: Langevin diffusions
zbMATH Keywords: hypoelliptic diffusions
zbMATH Keywords: storage models
MaRDI profile type: Publication
OpenAlex ID: W1986415425
Wikidata QID: Q99980102
arXiv ID: math/0605791
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DOI: 10.1016/J.SPA.2008.03.007
description: scientific article