Geodesic
Ergodicity of Lévy-Type Processes
Sandrić, Nikola1, 2
1 Institut für Mathematische Stochastik, Fachrichtung Mathematik, Technische Universität Dresden, 01062 Dresden, Germany.
2 Department of Mathematics, Faculty of Civil Engineering, University of Zagreb, 10000 Zagreb, Croatia.
ESAIM: Probability and Statistics, Tome 20 (2016), pp. 154-177

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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.

DOI : 10.1051/ps/2016009
Classification : 60J25, 60J75, 60G17
Keywords: Ergodicity, exponential ergodicity, Lévy-type process, polynomial ergodicity, recurrence, strong ergodicity, transience

Sandrić, Nikola 1, 2

1 Institut für Mathematische Stochastik, Fachrichtung Mathematik, Technische Universität Dresden, 01062 Dresden, Germany.
2 Department of Mathematics, Faculty of Civil Engineering, University of Zagreb, 10000 Zagreb, Croatia. 
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     title = {Ergodicity of {L\'evy-Type} {Processes}},
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Sandrić, Nikola. Ergodicity of Lévy-Type Processes. ESAIM: Probability and Statistics, Tome 20 (2016), pp. 154-177. doi: 10.1051/ps/2016009

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