Zero-One Laws and the Minimum of a Markov Process

DOI10.2307/1997959zbMATH Open0381.60062OpenAlexW4256450709MaRDI QIDQ4162255FDOQ4162255

Authors: P. W. Millar 

Publication date: 1977

Full work available at URL: https://doi.org/10.2307/1997959

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov processes (60J99) Continuous-time Markov processes on general state spaces (60J25) Zero-one laws (60F20) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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Cited In (32)

• Lipschitz minorants of Brownian motion and Lévy processes
• The convex minorant of a Lévy process
• On the local rate of growth of Lévy processes with no positive jumps
• Lévy processes conditioned on having a large height process
• Dini derivatives and regularity for exchangeable increment processes
• Markovian bridges: weak continuity and pathwise constructions
• Conditionings and path decompositions for Lévy processes
• On some transformations between positive self-similar Markov processes
• The geometry of random minimal factorizations of a long cycle via biconditioned bitype random trees
• Exact and asymptotic \(n\)-tuple laws at first and last passage
• Excursions away from the Lipschitz minorant of a Lévy process
• Splitting and time reversal for Markov additive processes
• On a problem of Erdös and Taylor
• Birthing Markov processes at random rates
• Totally ordered measured trees and splitting trees with infinite variation. II: Prolific skeleton decomposition
• Lévy processes with no positive jumps at an increase time
• Stable processes: Sample function growth at a local minimum
• Patterns in random walks and Brownian motion
• Limit theorems for local times and applications to SDEs with jumps
• Predicting the time at which a Lévy process attains its ultimate supremum
• Bridges of Lévy processes conditioned to stay positive
• Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
• Conditional limit theorems for asymptotically stable random walks
• General tax structures and the Lévy insurance risk model
• Germ sigma fields and the natural state space of a Markov process
• Path decompositions for Markov chains.
• Fluctuation theory and exit systems for positive self-similar Markov processes
• Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
• Shifting processes with cyclically exchangeable increments at random
• Limit laws for Brownian motion conditioned to reach a high level
• (Homogeneous) Markovian bridges
• Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes

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