Recurrence and transience criteria for two cases of stable-like Markov chains

DOI10.1007/S10959-012-0445-0zbMath1306.60102arXiv1206.5943OpenAlexW3100389424MaRDI QIDQ471514

Nikola Sandrić

Publication date: 17 November 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5943

zbMATH Keywords

transiencesemimartingaleFeller processstable distributionstable-like Markov chainsHarris recurrenceT-model

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)

Related Items (6)

Ergodic property of stable-like Markov chains ⋮ Homogenization of periodic diffusion with small jumps ⋮ Ergodicity of Lévy-Type Processes ⋮ On recurrence and transience of two-dimensional Lévy and Lévy-type processes ⋮ Long-time behavior for a class of Feller processes ⋮ Heavy-tailed random walks on complexes of half-lines

Cites Work

• An overshoot approach to recurrence and transience of Markov processes
• Markov chains and stochastic stability
• On the bell-shape of stable densities
• The scaling limit behaviour of periodic stable-like processes
• Uniqueness in law for pure jump Markov processes
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• Markov processes, semigroups and generators.
• Recurrence and transience property for a class of Markov chains
• Some theorems on Feller processes: Transience, local times and ultracontractivity
• APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
• The Recurrence Structure of General Markov Processes
• Symmetric Stable Laws and Stable-Like Jump-Diffusions
• Selected Topics in Characteristic Functions
• Probability
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