The Weighted Transience and Recurrence of Markov Processes

Authors
Zhao, Min Zhi Zhang, Hui Zeng
Citation
Zhao, Min Zhi et Zhang, Hui Zeng, The Weighted Transience and Recurrence of Markov Processes, Acta mathematica Sinica. English series (Print) , 23(1), 2007, pp. 111-126
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
23
Issue
1
Year of publication
2007
Pages
111 - 126
Database
ACNP
SICI code
Abstract
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.