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Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process


 
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1. Title Title of document Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
 
2. Creator Author's name, affiliation, country Patrick J. Fitzsimmons; UCSD
 
2. Creator Author's name, affiliation, country Ronald K. Getoor; UCSD
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Homogeneous random measure, additive functional, Kuznetsov measure, potential kernel, characteristic measure, strongly supermedian, smooth measure.
 
3. Subject Subject classification Primary 60J55; secondary 60J45, 60J40
 
4. Description Abstract The potential kernel of a positive left additive functional (of a strong Markov process $X$) maps positive functions to strongly supermedian functions and satisfies a variant of the classical domination principle of potential theory. Such a kernel $V$ is called a regular strongly supermedian kernel in recent work of L. Beznea and N. Boboc. We establish the converse: Every regular strongly supermedian kernel $V$ is the potential kernel of a random measure homogeneous on $[0,\infty[$. Under additional finiteness conditions such random measures give rise to left additive functionals. We investigate such random measures, their potential kernels, and their associated characteristic measures. Given a left additive functional $A$ (not necessarily continuous), we give an explicit construction of a simple Markov process $Z$ whose resolvent has initial kernel equal to the potential kernel $U_{\!A}$. The theory we develop is the probabilistic counterpart of the work of Beznea and Boboc. Our main tool is the Kuznetsov process associated with $X$ and a given excessive measure $m$.
 
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7. Date (YYYY-MM-DD) 2003-07-03
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/142
 
10. Identifier Digital Object Identifier 10.1214/EJP.v8-142
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 8
 
12. Language English=en
 
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