A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process

Autor:	Vasdekis, G., Roberts, G. O.
Rok vydání:	2021
Předmět:	Mathematics - Probability Statistics - Computation Primary 60J25 Secondary 65C05 60F05
Druh dokumentu:	Working Paper
Popis:	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. Comment: Accepted for publication in Journal of Applied Probability. 13 pages, 1 figure
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2106.11357 Zobrazit plný text záznamu View this record from Arxiv