Ergodic Property of Stable-Like Markov Chains
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DOI: 10.1007/s10959-014-0586-4
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References listed on IDEAS
- Nikola Sandrić, 2014. "Recurrence and Transience Criteria for Two Cases of Stable-Like Markov Chains," Journal of Theoretical Probability, Springer, vol. 27(3), pages 754-788, September.
- Sandrić, Nikola, 2013. "Long-time behavior of stable-like processes," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1276-1300.
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Cited by:
- Yong-Hua Mao & Yan-Hong Song, 2022. "Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains," Journal of Theoretical Probability, Springer, vol. 35(3), pages 1974-2008, September.
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Keywords
Ergodicity; Foster–Lyapunov drift criteria; Recurrence; Stable distribution; Stable-like Markov chain; Transience;All these keywords.
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