Divergent sums over excursions (Q1343602)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Divergent sums over excursions
scientific article

    Statements

    Divergent sums over excursions (English)
    0 references
    0 references
    18 July 1996
    0 references
    Let \(X\) be a canonical standard Markov process, and let 0 be a recurrent point of the state space which is regular for itself (but is neither trap nor a holding point). The author proves criteria for the almost sure convergence or divergence of sums of functions of excursions away from 0. These criteria are in terms of the expectation of the integrated excursion measure, either in the natural time scale or in the scale of local time of \(X\) at 0. For certain diffusions these results lead, together with the explicit calculation of the excursion measure, to interesting 0-1 type laws for the small time behaviour of the sample paths of \(X\). If \(X\) is reflecting Brownian motion, the author obtains 0-1 laws for the maxima of \(X\) over excursion intervals and for the areas under the excursions.
    0 references
    0 references
    Markov process
    0 references
    excursion
    0 references
    zero-one law
    0 references
    excursion measure
    0 references
    reflecting Brownian motion
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers