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.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…