A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process
Autor: | Vasdekis, G., Roberts, G. O. |
---|---|
Rok vydání: | 2021 |
Předmět: | |
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: |