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Ergodicity of L\'evy-Type Processes (CROSBI ID 226318)
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Sandrić, Nikola
Ergodicity of L\'evy-Type Processes // ESAIM-Probability and Statistics, 20 (2016), 154-177. doi: 10.1051/ps/2016009
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Sandrić, Nikola
engleski
Ergodicity of L\'evy-Type Processes
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.
ergodicity ; exponential ergodicity ; L\'evy-type process ; polynomial ergodicity ; recurrence ; strong ergodicity ; transience
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