scientific article; zbMATH DE number 1494232
The purpose of this paper is to give a recurrence criterion for some symmetric Markov processes of pure jump type valued on a nice metric space \(X\). Those processes are associated with a Dirichlet form which can be written as follows: \[ {\mathcal E} (u,v)= \iint_{X\times X} (u(x) - u(y))(v(x)-v(y)) dJ(x,y), \] where \(J\) is a symmetric Borel measure satisfying the usual integrability assumptions for jumping measures. If \(J\) satisfies also some regular variation assumption at infinity, then the main theorem says that \[ c (r, R)=_{\text{def}} \inf\{ {\mathcal E} (u,u) : u \text{ continuous, } u \geq 1 \text{ on } \mathbb B (r), u = 0 \text{ on } {\mathbb B} (R)^c \} \] (where \(\mathbb B (r)\) denotes the closed ball around some fixed point on \(X\)), is bounded from above by a certain integral depending on \(J\) on a certain domain of \({\mathbb R}^+ \times {\mathbb R}^+\). According to a theorem proved by the author in a previous paper [in: Dirichlet forms and stochastic processes, 291-303 (1995; Zbl 0840.60071)], this result gives an integral criterion in terms of the jumping measure for the recurrence of the process associated with \({\mathcal E}\). For the entire collection see [Zbl 0939.00029].
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