کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156954 | 958901 | 2009 | 27 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Subgeometric rates of convergence of f-ergodic strong Markov processes
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We provide a condition in terms of a supermartingale property for a functional of the Markov process, which implies (a) ff-ergodicity of strong Markov processes at a subgeometric rate, and (b) a moderate deviation principle for an integral (bounded) functional. An equivalent condition in terms of a drift inequality on the extended generator is also given. Results related to (f,r)(f,r)-regularity of the process, of some skeleton chains and of the resolvent chain are also derived. Applications to specific processes are considered, including elliptic stochastic differential equations, Langevin diffusions, hypoelliptic stochastic damping Hamiltonian systems and storage models.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 3, March 2009, Pages 897–923
Journal: Stochastic Processes and their Applications - Volume 119, Issue 3, March 2009, Pages 897–923
نویسندگان
Randal Douc, Gersende Fort, Arnaud Guillin,