On the equivalence of three potential principles for right Markov processes (Q1118261): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claims
Property / author
 
Property / author: Patrick J. Fitzsimmons / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Patrick J. Fitzsimmons / rank
Normal rank
 

Revision as of 14:39, 14 February 2024

scientific article
Language Label Description Also known as
English
On the equivalence of three potential principles for right Markov processes
scientific article

    Statements

    On the equivalence of three potential principles for right Markov processes (English)
    0 references
    1990
    0 references
    We examine three of the principles of probabilistic potential theory in a nonclassical setting. These are: (i) the bounded maximum principle, (ii) the positive definiteness of the energy (of measures of bounded potential), and (iii) the condition that each semipolar set is polar. These principles are known to be equivalent in the context of two Markov processes in strong duality, when excessive functions are lower semicontinuous. We show that when the principles are appropriately formulated their equivalence persists in the wider context of a Borel right Markov process X with distinguished excessive measure m. We make no duality hypotheses and m need not be a reference measure. Our main tools are the stationary process \((Y,Q_ m)\) associated with X and m, and a correspondence between potentials \(\mu\) U and certain random measures over \((Y,Q_ m)\).
    0 references
    principles of probabilistic potential theory
    0 references
    excessive functions
    0 references
    right Markov process
    0 references
    excessive measure
    0 references
    duality hypotheses
    0 references
    semipolar
    0 references

    Identifiers