On Markov--up processes and their recurrence properties

Autor: Veretennikov, Alexander, Veretennikova, Maria
Rok vydání: 2021
Předmět:
Druh dokumentu: Working Paper
DOI: 10.24412/1932-2321-2022-369-273-291
Popis: A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
Comment: 24 pages, 4 references
Databáze: arXiv