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POTENTIAL THEORY FOR JUMP MARKOV PROCESSES
Luqin Liu
Wuhan University and The University of Utah
Feb. 12, JWB 208, 305 p.m.
Abstract
Let X be a jump Markov process with a given q-pair q(x)-q(x,A)
(i.e., lim_{t--0}P(t,x,{x})=q(x) and lim_{t--0}P(t,x,A)=q(x,A)
for x not in A). Some aspects of the potential theory of X are
discussed. For example, we prove:
-
Riesz decomposition.
If f is excessive for X, then there is
an invariant function h (i.e., P_{t}h=h) and g such that
f=h+Ug
-
Equilibrium principle.If B is transient for X, then there
exists a unique function f such that P_{B}1=Uf
-
Representative of additive functionals.If A={A_t} is a natural
additive functional of X, then A is equivalent to the continuous
additive functional
B={B_t=\int_{o}^{t}g(X_s)ds}
where g(x) is a function determined by the q-pair and A.