Excessive Measures:
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Bibliographic Details
Main Author: Getoor, R. K. (Author)
Format: Electronic eBook
Language:English
Published: Boston, MA Birkhäuser Boston 1990
Series:Probability and Its Applications
Subjects:
Online Access:Volltext
Item Description:The study of the cone of excessive measures associated with a Markov process goes back to Hunt's fundamental memoir [H57]. However until quite recently it received much less attention than the cone of excessive functions. The fact that an excessive function can be composed with the underlying Markov process to give a supermartingale, subject to secondary finiteness hypotheses, is crucial in the study of excessive functions. The lack of an analogous construct for excessive measures seemed to make them much less tractable to a probabilistic analysis. This point of view changed radically with the appearance of the pioneering paper by Fitzsimmons and Maisonneuve [FM86] who showed that a certain stationary process associated with an excessive measure could be used to study excessive measures probabilistically. These stationary processes or measures had been constructed by Kuznetsov [Ku74] extending earlier work of Dynkin. It is now common to call them Kuznetsov measures. Following the Fitzsimmons­Maisonneuve paper there was renewed interest and remarkable progress in the study of excessive measures. The purpose of this monograph is to organize under one cover and prove under standard hypotheses many of these recent results in the theory of excessive measures. The two basic tools in this recent development are Kuznetsov measures mentioned above and the energy functional
Physical Description:1 Online-Ressource (X, 190 p)
ISBN:9781461234708
9781461280361
DOI:10.1007/978-1-4612-3470-8

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