Lyapunov-type Conditions for Non-strong Ergodicity of Markov Processes

Abstract

We present Lyapunov-type conditions for non-strong ergodicity of Markov processes. Some concrete models are discussed including diffusion processes on Riemannian manifolds and Ornstein-Uhlenbeck processes driven by symmetric $\alpha$-stable processes. For SDE driven by $\alpha$-stable process ($\alpha \in (0,2]$) with polynomial drift, the strong ergodicity or not is independent on $\alpha$.

18 pages