Sub-exponential rate of convergence to equilibrium for processes on the half-line
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DOI: 10.1016/j.spl.2021.109115
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References listed on IDEAS
- Fort, Gersende & Moulines, Eric, 2000. "V-Subgeometric ergodicity for a Hastings-Metropolis algorithm," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 401-410, October.
- Sarantsev, Andrey, 2020. "Convergence rate to equilibrium in Wasserstein distance for reflected jump–diffusions," Statistics & Probability Letters, Elsevier, vol. 165(C).
- Douc, Randal & Fort, Gersende & Guillin, Arnaud, 2009. "Subgeometric rates of convergence of f-ergodic strong Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 897-923, March.
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Cited by:
- Guodong Pang & Andrey Sarantsev & Yuri Suhov, 2022. "Birth and death processes in interactive random environments," Queueing Systems: Theory and Applications, Springer, vol. 102(1), pages 269-307, October.
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Keywords
Reflection mapping; Levy process; Lyapunov function; Convergence rate; Total variation; Stochastic differential equation;All these keywords.
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