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Irreducible decomposition for Markov processes.

Authors :
Kuwae, Kazuhiro
Source :
Stochastic Processes & Their Applications. Oct2021, Vol. 140, p339-356. 18p.
Publication Year :
2021

Abstract

We prove an irreducible decomposition for Markov processes associated with quasi-regular symmetric Dirichlet forms or local semi-Dirichlet forms under the absolute continuity condition of transition probability with respect to the underlying measure. We do not assume the conservativeness nor the existence of invariant measures for the processes. As applications, we establish a concrete expression for Chacon–Ornstein type ratio ergodic theorem for such Markov processes and show a compactness of semi-groups under the Green-tightness of measures in the framework of symmetric resolvent strong Feller processes without irreducibility. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
140
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
152098212
Full Text :
https://doi.org/10.1016/j.spa.2021.06.012