, Volume 23, Issue 1, pp 111-126
Date: 12 Jul 2006

The Weighted Transience and Recurrence of Markov Processes

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Abstract

Transience and recurrence are among the most important concepts in Markov processes. In this paper, we study the transience and recurrence for right processes with a given weight function, and characterize them by potentials, excessive functions, first hitting times and last exit times of the process. We also study the properties of recurrent states.