Zero-One Laws and the Minimum of a Markov Process

DOI10.2307/1997959zbMath0381.60062OpenAlexW4256450709MaRDI QIDQ4162255

P. W. Millar

Publication date: 1977

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

Mathematics Subject Classification ID

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

Related Items (31)

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

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