An overshoot approach to recurrence and transience of Markov processes
نویسندگان
چکیده
منابع مشابه
Some inequalities related to transience and recurrence of Markov processes and their applications
For an irreducible symmetric Markov process on a, not necessarily compact, state space associated with a symmetric Dirichlet form, we give Poincaré type inequalities. As an application of the inequalities, we consider a time inhomogeneous diffusion process obtained by a time dependent drift transformation from a diffusion process and give general conditions for the transience or recurrence of s...
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Recurrence and Transience
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For an aperiodic, irreducible Markov chain with the non-negative integers as state space it is shown that the existence of a solution to E-,op,ijy, y,; i N > 0 in which y, -* 0 is necessary and sufficient for recurrence, and the existence of a bounded solution to the same inequalities, with yk < y, , yN-1 for some k N, is necessary and sufficient for transience. RECURRENCE; TRANSIENCE Consider ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2011
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.05.010