Abstract
We obtain explicit criteria for both exponential ergodicity and strong ergodicity for one-dimensional time-changed symmetric stable processes with . Explicit lower bounds for ergodic convergence rates are given.
Acknowledgements
The paper is completed under the advision of Prof. Yong-Hua Mao. The author is also grateful for the helpful comments from the two anonymous referees. This work is supported in part by the National Key Research and Development Program of China (2020YFA0712900), the National Natural Science Foundation of China (Grant No. 11771047) and the project from the Ministry of Education in China.
Citation
Tao Wang. "Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes." Bernoulli 29 (1) 580 - 596, February 2023. https://doi.org/10.3150/22-BEJ1469
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