Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes
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 α-stable processes. For SDE driven by α-stable process (α∈ (0,2]) with polynomial drift, the strong ergodicity or not is independent on α.
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