Ergodic convergence rates for time-changed symmetric L\'{e}vy processes in dimension one
Tao Wang

TL;DR
This paper establishes lower bounds for ergodic convergence rates of time-changed symmetric Lévy processes in one dimension, providing explicit conditions for exponential and strong ergodicity using harmonic functions and reversible measures.
Contribution
It introduces new lower bounds for convergence rates and explicit conditions for ergodicity in time-changed symmetric Lévy processes, expanding understanding of their long-term behavior.
Findings
Derived lower bounds for spectral gaps and convergence rates
Provided explicit conditions for exponential ergodicity
Presented examples illustrating the theoretical results
Abstract
We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L\'{e}vy processes by using harmonic function and reversible measure. As direct applications, explicit sufficient conditions for exponential and strong ergodicity are given. Some examples are also presented.
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Taxonomy
TopicsStochastic processes and financial applications · Probability and Risk Models · Nonlinear Differential Equations Analysis
