Ergodic property of stable-like Markov chains

DOI10.1007/s10959-014-0586-4zbMath1347.60100arXiv1411.7497OpenAlexW2135162444MaRDI QIDQ300281

Nikola Sandrić

Publication date: 27 June 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7497

zbMATH Keywords

ergodicityrecurrencetransiencestable distributionFoster-Lyapunov drift criteriastable-like Markov chains

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Discrete-time Markov processes on general state spaces (60J05) Stable stochastic processes (60G52)

Related Items (4)

Ergodicity of Lévy-Type Processes ⋮ Long-time behavior for a class of Feller processes ⋮ Markov chains with heavy-tailed increments and asymptotically zero drift ⋮ Criteria for geometric and algebraic transience for discrete-time Markov chains

Cites Work

• Recurrence and transience criteria for two cases of stable-like Markov chains
• An overshoot approach to recurrence and transience of Markov processes
• Markov chains and stochastic stability
• Criteria for the recurrence or transience of stochastic process. I
• The scaling limit behaviour of periodic stable-like processes
• Criteria for ergodicity of Lévy type operators in dimension one
• Long-time behavior of stable-like processes
• Recurrence and transience property for a class of Markov chains
• Long-time behavior for a class of Feller processes
• Some theorems on Feller processes: Transience, local times and ultracontractivity
• Probability
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