Resolvent Decomposition Theorems and Their Application in Denumerable Markov Processes with Instantaneous States

被引:1
|
作者
Chen, Anyue [1 ,2 ]
机构
[1] Southern Univ Sci & Technol, Dept Math, Xueyuan Blvd 1088, Shenzhen 518055, Peoples R China
[2] Univ Liverpool, Dept Math Sci, Peach St, Liverpool L69 7ZL, Merseyside, England
关键词
Denumerable Markov processes; Transition functions; Resolvents; Taboo probabilities; Existence; Uniqueness; BRANCHING-PROCESSES; RECURRENCE; EXISTENCE;
D O I
10.1007/s10959-019-00941-w
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The basic aim of this paper is to provide a fundamental tool, the resolvent decomposition theorem, in the construction theory of denumerable Markov processes. We present a detailed analytic proof of this extremely useful tool and explain its clear probabilistic interpretation. We then apply this tool to investigate the basic problems of existence and uniqueness criteria for denumerable Markov processes with instantaneous states to which few results have been obtained even until now. Although the complete answers regarding these existence and uniqueness criteria will be given in a subsequent paper, we shall, in this paper, present part solutions of these very important problems that are closely linked with the subtle Williams S and N conditions.
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页码:2089 / 2118
页数:30
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