Stochastic incompleteness for graphs and weak Omori-Yau maximum principle (Q531882): Difference between revisions
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Consider on a graph \(V\) a Laplacian of type \[ \Delta u(x)={1\over\mu(x)}\sum_yb(x,y)(u(x)-u(y)). \] It is associated to a continuous-time Markov chain on \(V\), and one wonders whether \(V\) is stochastically complete (the Markov chain does not explode in finite time). A necessary and sufficient condition which is an analogue of the weak Omori-Yau condition is given, and some sufficient conditions for stochastic completeness are deduced. The case where \(\mu\equiv1\), and \(b(x,y)\) is 1 if \(x\) and \(y\) are neighbours and 0 otherwise is studied in more detail, with also criteria for stochastic incompleteness. This work unifies previously known criteria. | |||
Property / review text: Consider on a graph \(V\) a Laplacian of type \[ \Delta u(x)={1\over\mu(x)}\sum_yb(x,y)(u(x)-u(y)). \] It is associated to a continuous-time Markov chain on \(V\), and one wonders whether \(V\) is stochastically complete (the Markov chain does not explode in finite time). A necessary and sufficient condition which is an analogue of the weak Omori-Yau condition is given, and some sufficient conditions for stochastic completeness are deduced. The case where \(\mu\equiv1\), and \(b(x,y)\) is 1 if \(x\) and \(y\) are neighbours and 0 otherwise is studied in more detail, with also criteria for stochastic incompleteness. This work unifies previously known criteria. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Jean Picard / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J27 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5880887 / rank | |||
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Property / zbMATH Keywords | |||
Dirichlet forms | |||
Property / zbMATH Keywords: Dirichlet forms / rank | |||
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graphs | |||
Property / zbMATH Keywords: graphs / rank | |||
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stochastic completeness | |||
Property / zbMATH Keywords: stochastic completeness / rank | |||
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weak Omori-Yau maximum principle | |||
Property / zbMATH Keywords: weak Omori-Yau maximum principle / rank | |||
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Revision as of 08:03, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | Stochastic incompleteness for graphs and weak Omori-Yau maximum principle |
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Stochastic incompleteness for graphs and weak Omori-Yau maximum principle (English)
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20 April 2011
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Consider on a graph \(V\) a Laplacian of type \[ \Delta u(x)={1\over\mu(x)}\sum_yb(x,y)(u(x)-u(y)). \] It is associated to a continuous-time Markov chain on \(V\), and one wonders whether \(V\) is stochastically complete (the Markov chain does not explode in finite time). A necessary and sufficient condition which is an analogue of the weak Omori-Yau condition is given, and some sufficient conditions for stochastic completeness are deduced. The case where \(\mu\equiv1\), and \(b(x,y)\) is 1 if \(x\) and \(y\) are neighbours and 0 otherwise is studied in more detail, with also criteria for stochastic incompleteness. This work unifies previously known criteria.
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Dirichlet forms
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graphs
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stochastic completeness
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weak Omori-Yau maximum principle
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