Lyapunov-type conditions for non-strong ergodicity of Markov processes

DOI10.1017/JPR.2020.84zbMATH Open1476.60129arXiv1912.09108OpenAlexW3134164975MaRDI QIDQ4964792FDOQ4964792

Authors: Yonghua Mao, Tao Wang 

Publication date: 3 March 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Abstract: We present Lyapunov-type conditions for non-strong ergodicity of Markov processes. Some concrete models are discussed including diffusion processes on Riemannian manifolds and Ornstein-Uhlenbeck processes driven by symmetric $alpha$-stable processes. For SDE driven by $alpha$-stable process ($alphain(0,2]$) with polynomial drift, the strong ergodicity or not is independent on $alpha$.

Full work available at URL: https://arxiv.org/abs/1912.09108

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zbMATH Keywords

Ornstein-Uhlenbeck processdiffusion process\(\alpha\)-stable processLyapunov-type functionnon-strong ergodicity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

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Cited In (3)

• Ergodic properties of a class of non-Markovian processes
• Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
• Ergodicity of Lévy-type processes

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