Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes
Probability
2020-04-20 v2
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 -stable processes. For SDE driven by -stable process () with polynomial drift, the strong ergodicity or not is independent on .
Keywords
Cite
@article{arxiv.1912.09108,
title = {Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes},
author = {Yong-Hua Mao and Tao Wang},
journal= {arXiv preprint arXiv:1912.09108},
year = {2020}
}
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18 pages