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Levy process fine irreducibility problem with Harris irreducibility

Author: YangZuoZuo
Tutor: YingJianGang
School: Fudan University
Course: Probability Theory and Mathematical Statistics
Keywords: Fine irreducible Moment generating function Qusi-symmetric Harris irreducible LSC
CLC: O211.6
Type: Master's thesis
Year: 2011
Downloads: 32
Quote: 0
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Abstract


In the paper, we talk about the problems about fine irreducible and harris irre-ducible. Assume the process is LSC, we give the condition which can result in fine irreducible by talking about generating triplets and moment generating function:In the same time, I also give a condition, which can promise LSC. For the harris irre-ducible. I also give a condition, when this condition is satisfied, harris irreducible is equal to fine irreducible.

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process
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