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A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process
Published 21 Jun 2021 in math.PR and stat.CO | (2106.11357v2)
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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