Recurrence class properties

Lecture Introduction to Stochastic Processes: Lesson 17 provide students with knowledge about simple random walk on Z3, class property, solidarity property, recurrence and transience are class properties, period of a state, the canonical decomposition, closed sets,...

24p bachnhuocdong 23-12-2021 9 0   Download

Lecture Introduction to Stochastic Processes: Lesson 20 provide students with knowledge about suppose the Markov chain is irreducible and recurrent, unique stationary distribution, consequences of the theorem, positive recurrence and null recurrence are both class properties, symmetric transition probability matrix,...

17p bachnhuocdong 23-12-2021 8 0   Download

In this paper, the author study positive recurrence for a wide class of jump diffusions by using Khasminskii’s approach developed in. We show that the property of positive recurrence is independent of the choice of the bounded domain in the state space. Moreover, the author establish a sufficient condition for positive recurrence using Liapunov functions.

10p trieuroger 11-09-2018 20 0   Download

In this paper we introduce a method for partial description of the Poisson boundary for a certain class of groups acting on a segment. As an application we find among the groups of subexponential growth those that admit nonconstant bounded harmonic functions with respect to some symmetric (infinitely supported) measure µ of finite entropy H(µ). This implies that the entropy h(µ) of the corresponding random walk is (finite and) positive. As another application we exhibit certain discontinuity for the recurrence property of random walks. ...

29p tuanloccuoi 04-01-2013 48 7   Download