Article contents
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
Part of:
Probabilistic methods, simulation and stochastic differential equations
Limit theorems
Markov processes
Published online by Cambridge University Press: 18 July 2022
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.
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- Original Article
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- © The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust
References
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