Ergodicity of Strong Markov Processes

نویسنده

  • G. O. ROBERTS
چکیده

We derive sufficient conditions for subgeometric f -ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f -ergodicity in terms of a drift condition on the generator. Applications to specific processes are considered, including Langevin tempered diffusions on R and storage models.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov‎ ‎processes

‎In the present paper we investigate the $L_1$-weak ergodicity of‎ ‎nonhomogeneous continuous-time Markov processes with general state‎ ‎spaces‎. ‎We provide a necessary and sufficient condition for such‎ ‎processes to satisfy the $L_1$-weak ergodicity‎. ‎Moreover‎, ‎we apply‎ ‎the obtained results to establish $L_1$-weak ergodicity of quadratic‎ ‎stochastic processes‎.

متن کامل

Subgeometric rates of convergence of f -ergodic strong Markov processes

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 int...

متن کامل

On Markov-switching ARMA processes – stationarity, existence of moments and geometric ergodicity

The probabilistic properties of R-valued Markov-Switching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailor-made norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a necessary nor a sufficient criterion for strict negat...

متن کامل

Strong Law of Large Numbers and Central Limit Theorems for functionals of inhomogeneous Semi-Markov processes

Abstract: Limit theorems for functionals of classical (homogeneous) Markov renewal and semi-Markov processes have been known for a long time, since the pioneering work of R. Pyke and R. Schaufele (1964). Since then, these processes, as well as their time-inhomogeneous generalizations, have found many applications, for example in finance and insurance. Unfortunately, no limit theorems have been ...

متن کامل

Explicit Criteria for Several Types of Ergodicity

The explicit criteria, collected in Tables 5.1 and 5.2, for several types of ergodicity of onedimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death processes. This problem has been opened for a long time in the study of Markov chains. The survey article explains in details the...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005