Gauge theorems for resolvents with application to Markov processes (Q2277671): Difference between revisions
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English | Gauge theorems for resolvents with application to Markov processes |
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Gauge theorems for resolvents with application to Markov processes (English)
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1991
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Let \({\mathbb{V}}=(V_{\alpha})_{\alpha \geq 0}\) be a (not necessarily sub- Markovian) resolvent such that the kernel \(V_{\alpha}\) for some \(\alpha\geq 0\) is compact and irreducible. We prove the following general gauge theorem: If there exists at least one \({\mathbb{V}}\)-excessive function which is not \({\mathbb{V}}\)-invariant, then \(V_ 0\) is bounded. This result will be applied to resolvents \({\mathbb{U}}^ M\) arising from perturbation of sub-Markovian right resolvents \({\mathbb{U}}\) by multiplicative functionals M (not necessarily supermartingale), for instance, by Feynman-Kac functionals. Among others, this leads to an extension of the gauge theorem of Chung/Rao and even of one direction of the conditional gauge theorem of Falkner and Zhao.
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general gauge theorem
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perturbation of sub-Markovian right resolvents
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Feynman-Kac functionals
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conditional gauge theorem
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