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

DOI10.1017/JPR.2020.84MaRDI QIDQ4964792zbMATH OpenOpenAlexFDO

Authors Yonghua Mao, Tao Wang

Publication date 3 March 2021

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

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

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)

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 $alpha$.

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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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