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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 α\alpha-stable processes. For SDE driven by α\alpha-stable process (α(0,2]\alpha\in (0,2]) with polynomial drift, the strong ergodicity or not is independent on α\alpha.

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