Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one

DOI10.1016/J.SPL.2021.109343MaRDI QIDQ2667591zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 4 March 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.01331

zbMATH Keywords

convergence rateexponential ergodicityharmonic functionLévy processstrong ergodicitytime change

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Jump processes on general state spaces (60J76)

Abstract: We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L'{e}vy processes by using harmonic function and reversible measure. As direct applications, explicit sufficient conditions for exponential and strong ergodicity are given. Some examples are also presented.

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Cited in

(5)

• Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
• Asymptotic and spectral properties of exponentially \(\phi\)-ergodic Markov processes
• On ergodic properties of some Lévy-type processes
• Ergodicity for time-changed symmetric stable processes
• Exponential ergodicity of killed Lévy processes in a finite interval

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