Abstract
Transience and recurrence are among the most important concepts in Markov processes. In this paper, we study the transience and recurrence for right processes with a given weight function, and characterize them by potentials, excessive functions, first hitting times and last exit times of the process. We also study the properties of recurrent states.
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Zhao, M.Z., Zhang, H.Z. The Weighted Transience and Recurrence of Markov Processes. Acta Math Sinica 23, 111–126 (2007). https://doi.org/10.1007/s10114-005-0808-x
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DOI: https://doi.org/10.1007/s10114-005-0808-x