Ergodic property of stable-like Markov chains
type: Item
instance of: scholarly article
title: Ergodic property of stable-like Markov chains
zbMATH Open document ID: 1347.60100
author: Nikola Sandrić
published in: Journal of Theoretical Probability
publication date: 2016-06-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1411.7497
review text: A stable-like Markov chain (in discrete time) generalizes the concept of a random walk on the real line with \(\alpha\)-stable increments as follows: the increment laws still have a power-law decay, but with a state-dependent exponent \(\alpha(x)+1\). The author studies sufficient criteria for the transience, recurrence and ergodicity of stable-like Markov chains under certain uniformity conditions on the transition density functions. The proofs are based on the Foster-Lyapunov drift criteria.
reviewed by: Sebastian Mentemeier
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 6598633
zbMATH Keywords: stable-like Markov chains
zbMATH Keywords: ergodicity
zbMATH Keywords: Foster-Lyapunov drift criteria
zbMATH Keywords: recurrence
zbMATH Keywords: stable distribution
zbMATH Keywords: transience
MaRDI profile type: Publication
OpenAlex ID: W2135162444
arXiv ID: 1411.7497
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DOI: 10.1007/S10959-014-0586-4
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description: scientific article; zbMATH DE number 6598633