Some inequalities related to transience and recurrence of Markov processes and their applications

نویسندگان

  • Daehong Kim
  • Yoichi Oshima
چکیده

For an irreducible symmetric Markov process on a, not necessarily compact, state space associated with a symmetric Dirichlet form, we give Poincaré type inequalities. As an application of the inequalities, we consider a time inhomogeneous diffusion process obtained by a time dependent drift transformation from a diffusion process and give general conditions for the transience or recurrence of some sets. As a particular case, the diffusion process appearing in the theory of simmulated annealing is considered.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Necessary and Sufficient Conditions for Recurrence and Transience of Markov Chains, in Terms of Inequalities by JEAN-FRANCOIS MERTENS

For an aperiodic, irreducible Markov chain with the non-negative integers as state space it is shown that the existence of a solution to Σ ∞ j=0 p ij y i ≤ y i ; i>=N > 0 in which y i-> ∞ is necessary and sufficient for recurrence, and the existence of a bounded solution to the same inequalities, with y k < y 0 , …, y N-1 for some k >= N, is necessary and sufficient for transience.

متن کامل

On the hitting times of continuous-state branching processes with immigration

We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace transform. Using this formula, we study the polarity of zero and provide a necessary and sufficient criterion for transience or recurrence. We follow the appr...

متن کامل

On the Study of Transience and Recurrence of the Markov Chain Defined by Directed Weighted Circuits Associated with a Random Walk in Fixed Environment

1 ), r > 1, are called circuit chains. Following the context of the theory of Markov processes’ cycle-circuit representation, the present work arises as an attempt to investigate proper criterions regarding the properties of transience and recurrence of the corresponding Markov chain represented uniquely by directed cycles (especially by directed circuits) and weights of a random walk with jump...

متن کامل

Recurrence and transience of multitype branching random walks

We study a discrete time Markov process with particles being able to perform discrete time random walks and create new particles, known as branching random walk (BRW). We suppose that there are particles of di erent types, and the transition probabilities, as well as o spring distribution, depend on the type and the position of the particle. Criteria of (strong) recurrence and transience are pr...

متن کامل

Necessary and Sufficient Conditions for Recurrence and Transience of Markov Chains, in Terms of Inequalities

For an aperiodic, irreducible Markov chain with the non-negative integers as state space it is shown that the existence of a solution to E-,op,ijy, y,; i N > 0 in which y, -* 0 is necessary and sufficient for recurrence, and the existence of a bounded solution to the same inequalities, with yk < y, , yN-1 for some k N, is necessary and sufficient for transience. RECURRENCE; TRANSIENCE Consider ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017