非对称马氏过程上穿估计和胎紧性

Cross-estimate and Tightness for Non-symmetric Markov Processes

应用马尔可夫过程向前向后鞅分解方法,将Lyons-Zheng的平均上穿次数估计由对称马尔可夫过程情形推广到非对称情形,由此得到Meyer-Zheng拓朴的紧性判别准则,并用一个具体例子说明如何估计关键的上穿次数.

The author extends the cross-estimate of Lyons-Zheng Markov processes from the symmetric case to the general stationary situation. The main tool is the forward-backward martingale decomposition. As a corollary the author obtains a tightness result for laws of Markov processes. Finally the author gives an example to show how to obtain the crucial cross-estimate.