메뉴 건너뛰기




Volumn 119, Issue 3, 2009, Pages 897-923

Subgeometric rates of convergence of f-ergodic strong Markov processes

Author keywords

Foster's criterion; Hypoelliptic diffusions; Langevin diffusions; Moderate deviations; Regularity; Resolvent; Storage models; Subgeometric ergodicity

Indexed keywords

DIFFERENTIAL EQUATIONS; DIFFUSION; HAMILTONIANS; MARKOV PROCESSES;

EID: 60549107509     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.03.007     Document Type: Article
Times cited : (158)

References (33)
  • 2
    • 34547217629 scopus 로고    scopus 로고
    • Weak logarithmic sobolev inequalities and entropic convergence
    • Cattiaux P., Gentil I., and Guillin A. Weak logarithmic sobolev inequalities and entropic convergence. Probab. Theory Related Fields 139 3-4 (2007) 563-603
    • (2007) Probab. Theory Related Fields , vol.139 , Issue.3-4 , pp. 563-603
    • Cattiaux, P.1    Gentil, I.2    Guillin, A.3
  • 3
    • 0029404157 scopus 로고
    • Stability and convergence of moments for multiclass queueing networks via fluid limit models
    • Dai J.G., and Meyn S.P. Stability and convergence of moments for multiclass queueing networks via fluid limit models. IEEE Trans. Autom. Control 40 11 (1995) 1889-1904
    • (1995) IEEE Trans. Autom. Control , vol.40 , Issue.11 , pp. 1889-1904
    • Dai, J.G.1    Meyn, S.P.2
  • 5
    • 21244433219 scopus 로고    scopus 로고
    • Practical drift conditions for subgeometric rates of convergence
    • Douc R., Fort G., Moulines E., and Soulier P. Practical drift conditions for subgeometric rates of convergence. Ann. Appl. Probab. 14 3 (2004) 1353-1377
    • (2004) Ann. Appl. Probab. , vol.14 , Issue.3 , pp. 1353-1377
    • Douc, R.1    Fort, G.2    Moulines, E.3    Soulier, P.4
  • 6
    • 60549084856 scopus 로고    scopus 로고
    • R. Douc, A. Guillin, E Moulines, Bounds on regeneration times and limit theorems for subgeometric Markov chains, Ann. I.H.P. (Proba./Stat.) (2005) (in press)
    • R. Douc, A. Guillin, E Moulines, Bounds on regeneration times and limit theorems for subgeometric Markov chains, Ann. I.H.P. (Proba./Stat.) (2005) (in press)
  • 7
    • 21344460828 scopus 로고
    • Exponential and uniform ergodicity of Markov processes
    • Down N., Meyn S.P., and Tweedie R.L. Exponential and uniform ergodicity of Markov processes. Ann. Probab. 23 4 (1995) 1671-1691
    • (1995) Ann. Probab. , vol.23 , Issue.4 , pp. 1671-1691
    • Down, N.1    Meyn, S.P.2    Tweedie, R.L.3
  • 10
    • 0000580574 scopus 로고    scopus 로고
    • V-subgeometric ergodicity for a Hastings-Metropolis algorithm
    • Fort G., and Moulines E. V-subgeometric ergodicity for a Hastings-Metropolis algorithm. Statist. Probab. Lett. 49 4 (2000) 401-410
    • (2000) Statist. Probab. Lett. , vol.49 , Issue.4 , pp. 401-410
    • Fort, G.1    Moulines, E.2
  • 11
    • 21244477580 scopus 로고    scopus 로고
    • Subgeometric ergodicity of strong Markov processes
    • Fort G., and Roberts G.O. Subgeometric ergodicity of strong Markov processes. Ann. Appl. Probab. 15 2 (2005) 1565-1589
    • (2005) Ann. Appl. Probab. , vol.15 , Issue.2 , pp. 1565-1589
    • Fort, G.1    Roberts, G.O.2
  • 12
    • 0033071006 scopus 로고    scopus 로고
    • Convergence rate of some semi-groups to their invariant probability
    • Ganidis H., Roynette B., and Simonot F. Convergence rate of some semi-groups to their invariant probability. Stochastic Process. Appl. 79 2 (1999) 243-263
    • (1999) Stochastic Process. Appl. , vol.79 , Issue.2 , pp. 243-263
    • Ganidis, H.1    Roynette, B.2    Simonot, F.3
  • 13
    • 0000885577 scopus 로고
    • Transience and recurrence of Markov processes
    • Getoor R.K. (Ed)
    • Transience and recurrence of Markov processes. In: Getoor R.K. (Ed). Lect. Notes Math. vol. 784 (1980) 397-409
    • (1980) Lect. Notes Math. , vol.784 , pp. 397-409
  • 14
    • 33750192938 scopus 로고    scopus 로고
    • Lower estimates of transition densities and bounds on exponential ergodicity for stochastic pde's
    • Goldys B., and Maslowski B. Lower estimates of transition densities and bounds on exponential ergodicity for stochastic pde's. Ann. Probab. 34 4 (2006)
    • (2006) Ann. Probab. , vol.34 , Issue.4
    • Goldys, B.1    Maslowski, B.2
  • 15
    • 0012817484 scopus 로고    scopus 로고
    • Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging
    • Guillin A. Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. Stochastic Process. Appl. 92 2 (2001) 287-313
    • (2001) Stochastic Process. Appl. , vol.92 , Issue.2 , pp. 287-313
    • Guillin, A.1
  • 17
    • 0036117479 scopus 로고    scopus 로고
    • Polynomial convergence rates of Markov Chains
    • Jarner S., and Roberts G.O. Polynomial convergence rates of Markov Chains. Ann. Appl. Probab. 12 1 (2002) 224-247
    • (2002) Ann. Appl. Probab. , vol.12 , Issue.1 , pp. 224-247
    • Jarner, S.1    Roberts, G.O.2
  • 19
    • 0034561496 scopus 로고    scopus 로고
    • Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations
    • Malyshkin M.N. Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations. Theory Probab. Appl. 45 3 (2001) 466-479
    • (2001) Theory Probab. Appl. , vol.45 , Issue.3 , pp. 466-479
    • Malyshkin, M.N.1
  • 22
    • 0000684659 scopus 로고
    • Stability of markovian processes II: Continuous-time processes and sampled chains
    • Meyn S.P., and Tweedie R.L. Stability of markovian processes II: Continuous-time processes and sampled chains. Adv. in Appl. Probab. 25 (1993) 487-517
    • (1993) Adv. in Appl. Probab. , vol.25 , pp. 487-517
    • Meyn, S.P.1    Tweedie, R.L.2
  • 23
    • 0001340188 scopus 로고
    • Stability of markovian processes III: Foster-Lyapunov criteria for continuous-time processes
    • Meyn S.P., and Tweedie R.L. Stability of markovian processes III: Foster-Lyapunov criteria for continuous-time processes. Adv. in Appl. Probab. 25 (1993) 518-548
    • (1993) Adv. in Appl. Probab. , vol.25 , pp. 518-548
    • Meyn, S.P.1    Tweedie, R.L.2
  • 25
    • 0010862224 scopus 로고
    • The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
    • Nummelin E., and Tuominen P. The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory. Stochastic Process. Appl. 15 (1983) 295-311
    • (1983) Stochastic Process. Appl. , vol.15 , pp. 295-311
    • Nummelin, E.1    Tuominen, P.2
  • 26
    • 0035565829 scopus 로고    scopus 로고
    • On the Poisson equation and diffusion approximation. I,III
    • 1111-1133, 2001
    • Pardoux E., and Veretennikov A.Yu. On the Poisson equation and diffusion approximation. I,III. Ann. Probab. 29 3 (2003) 1061-1085 1111-1133, 2001
    • (2003) Ann. Probab. , vol.29 , Issue.3 , pp. 1061-1085
    • Pardoux, E.1    Veretennikov, A.Yu.2
  • 27
    • 85132364916 scopus 로고    scopus 로고
    • Exponential convergence of Langevin diffusions and their discrete approximations
    • Roberts G.O., and Tweedie R.L. Exponential convergence of Langevin diffusions and their discrete approximations. Bernoulli 2 (1996) 341-364
    • (1996) Bernoulli , vol.2 , pp. 341-364
    • Roberts, G.O.1    Tweedie, R.L.2
  • 28
    • 0035485240 scopus 로고    scopus 로고
    • 2-convergence rates of Markov semigroups
    • 2-convergence rates of Markov semigroups. J. Funct. Anal. 185 2 (2001) 564-603
    • (2001) J. Funct. Anal. , vol.185 , Issue.2 , pp. 564-603
    • Röckner, M.1    Wang, F.Y.2
  • 29
    • 0000231847 scopus 로고    scopus 로고
    • Langevin-type models I: Diffusions with given stationary distributions, and their discretizations
    • Stramer O., and Tweedie R.L. Langevin-type models I: Diffusions with given stationary distributions, and their discretizations. Methodol. Comput. Appl. Probab. 1 3 (1999) 283-306
    • (1999) Methodol. Comput. Appl. Probab. , vol.1 , Issue.3 , pp. 283-306
    • Stramer, O.1    Tweedie, R.L.2
  • 30
    • 0001153782 scopus 로고
    • Subgeometric rates of convergence of f-ergodic Markov Chains
    • Tuominen P., and Tweedie R.L. Subgeometric rates of convergence of f-ergodic Markov Chains. Ann. Appl. Probab. 26 3 (1994) 775-798
    • (1994) Ann. Appl. Probab. , vol.26 , Issue.3 , pp. 775-798
    • Tuominen, P.1    Tweedie, R.L.2
  • 31
    • 0031256573 scopus 로고    scopus 로고
    • On polynomial mixing bounds for stochastic differential equations
    • Veretennikov A.Yu. On polynomial mixing bounds for stochastic differential equations. Stochastic Process. Appl. 70 1 (1997) 115-127
    • (1997) Stochastic Process. Appl. , vol.70 , Issue.1 , pp. 115-127
    • Veretennikov, A.Yu.1
  • 32
    • 0012871505 scopus 로고    scopus 로고
    • Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems
    • Wu L. Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Stochastic Process. Appl. 91 2 (2001) 205-238
    • (2001) Stochastic Process. Appl. , vol.91 , Issue.2 , pp. 205-238
    • Wu, L.1
  • 33
    • 27944487525 scopus 로고    scopus 로고
    • Subgeometric rates of convergence for a class of continuous-time markov processes
    • Hou Z., Liu Y., and Zhang H. Subgeometric rates of convergence for a class of continuous-time markov processes. J. Appl. Probab. 42 (2005) 698-712
    • (2005) J. Appl. Probab. , vol.42 , pp. 698-712
    • Hou, Z.1    Liu, Y.2    Zhang, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.