The Weighted Transience and Recurrence of Markov Processes

Autor:	Hui Zeng Zhang, Min Zhi Zhao
Rok vydání:	2006
Předmět:	symbols.namesake Weight function Process (engineering) Applied Mathematics General Mathematics symbols Calculus Markov process Mathematics
Zdroj:	Acta Mathematica Sinica, English Series. 23:111-126
ISSN:	1439-7617 1439-8516
DOI:	10.1007/s10114-005-0808-x
Popis:	Transience and recurrence are among the most important concepts in Markov processes. In this paper, we study the transience and recurrence for right processes with a given weight function, and characterize them by potentials, excessive functions, first hitting times and last exit times of the process. We also study the properties of recurrent states.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::67f3c8517f6cad5ec0afa40e8a589729 https://doi.org/10.1007/s10114-005-0808-x Zobrazit plný text záznamu Full text from SpringerLink