A Note on Continuous Parameter Zero-Two Law
Winkler, William
Ann. Probab., Tome 1 (1973) no. 5, p. 341-344 / Harvested from Project Euclid
Let $\{X_t\}, 0 \leqq t < \infty$, be a Markov process with state space $(E, \mathscr{E})$. Let $m$ be a $\sigma$-finite measure on $(E, \mathscr{E})$ and let the $L_\infty(E, \mathscr{E}, m)$ operator induced by the transition probability $P_t(x, A), x\in E, A\in \mathscr{E}$, be conservative and ergodic for all $t > 0$. Let $(m)$ abbreviate $m$ modulo 0. For fixed $\alpha > 0$, set $h^\alpha(x) = \lim_{t \rightarrow \infty} \|P_t(x, \bullet) - P_{t + \alpha}(x, \bullet)\|$, where $\|\bullet\|$ is the total variation. THEOREM. Either $h^\alpha(x) = 0(m)$ for $\operatorname{a.e} \alpha\in\mathbb{R}_+$ or $h^\alpha(x) = 2 (m)$ for $\operatorname{a.e} \alpha\in\mathbb{R}_+$. In particular, if $\{X_t\}, 0 \leqq t < \infty$, is a Markov process satisfying a Harris type recurrence condition, then $h^\alpha(x) = 0 (m)$ for $\operatorname{a.e} \alpha\in\mathbb{R}_+$.
Publié le : 1973-04-14
Classification:  6060,  6062,  Markov process,  conservative and ergodic,  transition probability,  zero-two law,  Harris conddition
@article{1176996989,
     author = {Winkler, William},
     title = {A Note on Continuous Parameter Zero-Two Law},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 341-344},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996989}
}
Winkler, William. A Note on Continuous Parameter Zero-Two Law. Ann. Probab., Tome 1 (1973) no. 5, pp.  341-344. http://gdmltest.u-ga.fr/item/1176996989/