{ "id": "2104.07947", "version": "v1", "published": "2021-04-16T07:50:20.000Z", "updated": "2021-04-16T07:50:20.000Z", "title": "Ergodicity and Convergence Rates for Stable Jump Diffusions", "authors": [ "Tao Wang" ], "comment": "14pages", "categories": [ "math.PR" ], "abstract": "We obtain criteria for exponential ergodicity and strong ergodicity of one-dimensional symmetric $\\alpha$-stable jump diffusions, where $\\alpha\\in(1,2)$. Explicit lower bounds for the ergodic convergence rates are given based on the Green functions.", "revisions": [ { "version": "v1", "updated": "2021-04-16T07:50:20.000Z" } ], "analyses": { "subjects": [ "60G52", "60G51", "47A75", "60H20" ], "keywords": [ "stable jump diffusions", "explicit lower bounds", "ergodic convergence rates", "one-dimensional symmetric", "strong ergodicity" ], "note": { "typesetting": "TeX", "pages": 14, "language": "en", "license": "arXiv", "status": "editable" } } }