On Ergodic Properties of Some Lévy-Type Processes
نویسندگان
چکیده
In this note we find sufficient conditions for ergodicity of a Lévy-type process with the generator corresponding semigroup given by $$\begin{aligned} Lf(x)= & {} a(x)f'(x)\\{} + \int _\mathbb {R}\left( f(x+u)-f(x)- \nabla f(x)\cdot u \mathbb {1}_{|u|\le 1} \right) \nu (x,du), \quad f\in C_\infty ^2(\mathbb {R}). \end{aligned}$$ Here $$\nu (x,du)$$ is kernel and $$a(\cdot ): {R}\rightarrow {R}$$ . We consider case where tails (x,\cdot )$$ have polynomial decay, as well decay (sub)-exponential. use Foster–Lyapunov approach to prove results.
منابع مشابه
Ergodic properties of Markov processes
In these notes we discuss Markov processes, in particular stochastic differential equations (SDE) and develop some tools to analyze their long-time behavior. There are several ways to analyze such properties, and our point of view will be to use systematically Liapunov functions which allow a nice characterization of the ergodic properties. In this we follow, at least in spirit, the excellent b...
متن کاملErgodic Properties of Markov Processes
Markov processes describe the time-evolution of random systems that do not have any memory. Let us demonstrate what we mean by this with the following example. Consider a switch that has two states: on and off. At the beginning of the experiment, the switch is on. Every minute after that, we throw a dice. If the dice shows 6, we flip the switch, otherwise we leave it as it is. The state of the ...
متن کاملErgodic properties of Markov processes
Warning. If F and G are σ-algebras, H = F ∪G is not necessarily a σ-algebra unless of course G ⊂ F or vice versa. Indeed, even if {Fn} is a countable collection of σ-algebras satisfying Fn ⊂ Fn+1 for each n = 1, 2, . . ., the union ⋃∞ n=1Fn is not necessarily a σ-algebra. For example, let Ω = N and let Fn be the smallest σ-algebra containing {1}, {2}, . . . , {n}. (This is the power set of {1, ...
متن کاملsome properties of fuzzy hilbert spaces and norm of operators
in this thesis, at first we investigate the bounded inverse theorem on fuzzy normed linear spaces and study the set of all compact operators on these spaces. then we introduce the notions of fuzzy boundedness and investigate a new norm operators and the relationship between continuity and boundedness. and, we show that the space of all fuzzy bounded operators is complete. finally, we define...
15 صفحه اولSOME ERGODIC PROPERTIES OF HYPER MV {ALGEBRA DYNAMICAL SYSTEMS
This paper provides a review on major ergodic features of semi-independent hyper MV {algebra dynamical systems. Theorems are presentedto make contribution to calculate the entropy. Particularly, it is proved that thetotal entropy of those semi-independent hyper MV {algebra dynamical systemsthat have a generator can be calculated with respect to their generator ratherthan considering all the par...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2023
ISSN: ['1572-9230', '0894-9840']
DOI: https://doi.org/10.1007/s10959-023-01252-x