An overshoot approach to recurrence and transience of Markov processes
AbstractWe develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between +[infinity] and -[infinity]. The conditions are based on a Markov chain which only consists of jumps (overshoots) of the process into complementary parts of the state space. In particular, we show that a stable-like process with generator -(-[Delta])[alpha](x)/2 such that [alpha](x)=[alpha] for x R for some R>0 and [alpha],[beta][set membership, variant](0,2) is transient if and only if [alpha]+[beta]
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 121 (2011)
Issue (Month): 9 (September)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If references are entirely missing, you can add them using this form.