The Weighted Transience and Recurrence of Markov Processes

被引：0
|
作者：
Min Zhi Zhao
Hui Zeng Zhang
机构：
[1] Zhejiang University,Department of Mathematics
[2] Zhejiang University City College,School of Computer and Computing Science
来源：
Acta Mathematica Sinica, English Series | 2007年 / 23卷
关键词：
–recurrence; –transience; last exit time; right process; 60J40; 60J45;
D O I：
暂无
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学科分类号：
摘要：
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.
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页码：111 / 126
页数：15
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