Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
Dublin Core | PKP Metadata Items | Metadata for this Document | |
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 $m$. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2003-07-03 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
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 | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
|