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A note on the polynomial ergodicity of the one-dimensional Zig-Zag process

Published online by Cambridge University Press:  18 July 2022

Giorgos Vasdekis*
Affiliation:
University of Warwick
Gareth O. Roberts*
Affiliation:
University of Warwick
*
*Postal address: Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK.
*Postal address: Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK.

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.

Type
Original Article
Copyright
© The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust

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