Ergodicity of Lévy-Type Processes

Sandrić, Nikola

ESAIM: Probability and Statistics, Tome 20 (2016), pp. 154-177.

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.

Classification : 60J25, 60J75, 60G17
Mots clés : Ergodicity, exponential ergodicity, Lévy-type process, polynomial ergodicity, recurrence, strong ergodicity, transience

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