Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes

被引:2
|
作者
Wang, T. A. O. [1 ]
机构
[1] Beijing Normal Univ, Sch Math Sci, Lab Math & Complex Syst, Minist Educ, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
Stable process; time change; Dirichlet eigenvalue; strong ergodicity; exponential ergodicity; Green operator; EXISTENCE; FORMS;
D O I
10.3150/22-BEJ1469
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with alpha is an element of (1,2). Explicit lower bounds for ergodic convergence rates are given.
引用
收藏
页码:580 / 596
页数:17
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