• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Subgeometric rates of convergence of f-ergodic strong Markov processes

Thumbnail
Date
2009
Link to item file
http://hal.archives-ouvertes.fr/hal-00077681/en/
Dewey
Probabilités et mathématiques appliquées
Sujet
storage models.; hypoelliptic diffusions; Langevin diffusions; moderate deviations; resolvent; Foster's criterion; regularity; Subgeometric ergodicity
Journal issue
Stochastic Processes and their Applications
Volume
119
Number
3
Publication date
03-2009
Article pages
897-923
Publisher
Elsevier
DOI
http://dx.doi.org/10.1016/j.spa.2008.03.007
URI
https://basepub.dauphine.fr/handle/123456789/3451
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Guillin, Arnaud
Fort, Gersende
Douc, Randal
Type
Article accepté pour publication ou publié
Abstract (EN)
We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift inequality on the extended generator and on the resolvent kernel are given. Results related to (f,r)-regularity and to moderate deviation principle for integral (bounded) functional are also derived. Applications to specific processes are considered, including elliptic stochastic differential equation, Langevin diffusions, hypoelliptic stochastic damping Hamiltonian system and storage models.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.