Une topologie fine associée au produit de deux processus markoviens
type: Item
instance of: scholarly article
title: Une topologie fine associée au produit de deux processus markoviens
zbMATH Open document ID: 0557.60057
author: R. Cairoli
author: Michel Ledoux
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1984-01-01T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77238
review text: Let \(X^ 1\) and \(X^ 2\) be independent Markov processes on locally compact metric state spaces \(E^ 1\) and \(E^ 2\) respectively; assume they have strong Feller resolvents. These can be combined into a two parameter bi-Markov process: \(X_{st}=(X^ 1_ s,X^ 2_ t)\). A positive Borel measurable function f on \(E=E^ 1\times E^ 2\) is p- biexcessive if for all x in \(E^ 1\) and y in \(E^ 2\), both f(.,y) and f(x,.) are p-excessive. The authors define a fine topology in terms of hitting probabilities of the process \(X_{st}\). Their main result is that this topology is exactly the coarsest topology making all p- excessive functions continuous.
Mathematics Subject Classification ID: 60J45
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 3888647
zbMATH Keywords: strong Feller resolvents
zbMATH Keywords: two parameter bi-Markov process
zbMATH Keywords: p-biexcessive
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3888647