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A note on the polynomial ergodicity of the one-dimensional zig-zag process
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Vasdekis, Giorgos and Roberts, Gareth O. (2022) A note on the polynomial ergodicity of the one-dimensional zig-zag process. Journal of Applied Probability, 59 (3). pp. 895-903. doi:10.1017/jpr.2021.97 ISSN 0021-9002.
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Official URL: https://doi.org/10.1017/jpr.2021.97
Abstract
We prove polynomial ergodicity for the one-dimensional Zig-Zag process on heavy tailed targets and identify the exact order of polynomial convergence of the process when targeting Student distributions.
Item Type: | Journal Article | ||||||||||||||||||
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Subjects: | Q Science > QA Mathematics | ||||||||||||||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||||||||||||
Library of Congress Subject Headings (LCSH): | Markov processes, Monte Carlo method, Polynomials | ||||||||||||||||||
Journal or Publication Title: | Journal of Applied Probability | ||||||||||||||||||
Publisher: | Applied Probability Trust | ||||||||||||||||||
ISSN: | 0021-9002 | ||||||||||||||||||
Official Date: | September 2022 | ||||||||||||||||||
Dates: |
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Volume: | 59 | ||||||||||||||||||
Number: | 3 | ||||||||||||||||||
Page Range: | pp. 895-903 | ||||||||||||||||||
DOI: | 10.1017/jpr.2021.97 | ||||||||||||||||||
Status: | Peer Reviewed | ||||||||||||||||||
Publication Status: | Published | ||||||||||||||||||
Reuse Statement (publisher, data, author rights): | This article has been published in a revised form in Journal of Applied Probability https://doi.org/10.1017/jpr.2021.97. This version is free to view and download for private research and study only. Not for re-distribution or re-use. © copyright holder. | ||||||||||||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||||||||||||
Copyright Holders: | © The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust | ||||||||||||||||||
Date of first compliant deposit: | 2 November 2021 | ||||||||||||||||||
Date of first compliant Open Access: | 18 January 2023 | ||||||||||||||||||
RIOXX Funder/Project Grant: |
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