ERGODICITY OF LEVY-TYPE PROCESSES

作者：Sandric Nikola^*

来源：ESAIM: Probability and Statistics , 2016, 20: 154-177.

DOI：10.1051/ps/2016009

• Ergodicity
• exponential ergodicity
• Levy-type process
• polynomial ergodicity
• recurrence
• strong ergodicity
• transience

In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The conditions are given in terms of the coefficients of the corresponding infinitesimal generator. As a consequence, mixing properties of these processes are also discussed.

• 出版日期2016