Moduli of continuity for the local times of rebirthed Markov processes
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arXiv
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| Formato: | Preprint |
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2024
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| _version_ | 1866912010575282176 |
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| author | Fitzsimmons, P. J. Marcus, Michael B. Rosen, Jay |
| author_facet | Fitzsimmons, P. J. Marcus, Michael B. Rosen, Jay |
| contents | Let $S$ a be locally compact space with a countable base. Let $\cal Y$ be a transient symmetric Borel right process with state space $S$ and continuous strictly positive $p$--potential densities $u^p(x,y)$. Local and uniform moduli of continuity are obtained for the local times of both fully and partially rebirthed versions of $\cal Y$. A fully rebirthed version of $\cal Y$ is an extension of $\cal Y$ so that instead of terminating at the end of its lifetime it is immediately ``reborn'' with a probability measure $μ$, on $S$. I.e., the process goes to the set $B\subset S$ with probability $μ(B) $, after which it continues to evolve the way $\YY$ did, being reborn with probability $μ$ each time it dies. This rebirthed version of $\cal Y$ is a recurrent Borel right process with state space $S$ and $p$-potential densities of form, \[ u^p(x,y)+h(x,y),\qquad x,y\in S,\,\, p>0, \] where $h(x,y)$ is not symmetric.
The local times of the rebirthed process are given in terms of the local times of $\cal Y$ and isomorphism theorems in the spirit of Dynkin, Eisenbam and Kaspi are obtained that relate these local times to generalized chi--square processes formed by Gaussian processes with covariances $u^{q}(x,y)$ for different values of $q$. These isomorphisms allow one to obtain exact local and uniform moduli of continuity for the local times of the rebirthed process. Several explicit examples are given in which $\cal Y$ is either a modified Lévy process or a diffusion.
Analogous results are obtained for partially rebirthed versions of $\cal Y$.
This is obtained by starting $\cal Y$ in $S$ and when it dies returning it to $S$ with a sub-probability measure $Ξ$. (With probability $1-|Ξ|$ it is sent to a disjoint state space $S'$, where it remains.) |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_00609 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Moduli of continuity for the local times of rebirthed Markov processes Fitzsimmons, P. J. Marcus, Michael B. Rosen, Jay Probability 60G15, 60G17, 60J40, 60J55, 60J60 Let $S$ a be locally compact space with a countable base. Let $\cal Y$ be a transient symmetric Borel right process with state space $S$ and continuous strictly positive $p$--potential densities $u^p(x,y)$. Local and uniform moduli of continuity are obtained for the local times of both fully and partially rebirthed versions of $\cal Y$. A fully rebirthed version of $\cal Y$ is an extension of $\cal Y$ so that instead of terminating at the end of its lifetime it is immediately ``reborn'' with a probability measure $μ$, on $S$. I.e., the process goes to the set $B\subset S$ with probability $μ(B) $, after which it continues to evolve the way $\YY$ did, being reborn with probability $μ$ each time it dies. This rebirthed version of $\cal Y$ is a recurrent Borel right process with state space $S$ and $p$-potential densities of form, \[ u^p(x,y)+h(x,y),\qquad x,y\in S,\,\, p>0, \] where $h(x,y)$ is not symmetric. The local times of the rebirthed process are given in terms of the local times of $\cal Y$ and isomorphism theorems in the spirit of Dynkin, Eisenbam and Kaspi are obtained that relate these local times to generalized chi--square processes formed by Gaussian processes with covariances $u^{q}(x,y)$ for different values of $q$. These isomorphisms allow one to obtain exact local and uniform moduli of continuity for the local times of the rebirthed process. Several explicit examples are given in which $\cal Y$ is either a modified Lévy process or a diffusion. Analogous results are obtained for partially rebirthed versions of $\cal Y$. This is obtained by starting $\cal Y$ in $S$ and when it dies returning it to $S$ with a sub-probability measure $Ξ$. (With probability $1-|Ξ|$ it is sent to a disjoint state space $S'$, where it remains.) |
| title | Moduli of continuity for the local times of rebirthed Markov processes |
| topic | Probability 60G15, 60G17, 60J40, 60J55, 60J60 |
| url | https://arxiv.org/abs/2409.00609 |