Asymptotics and spectral results for random walks on p-adics
Markov semigroups on the field of p-adic numbers which are symmetric with respect to a measure [rho](x) dx absolutely continuous relative to the Haar measure dx on are constructed. The corresponding Dirichlet forms and associated Markov processes are exhibited and shown to be of the jump type. A detailed description of the spectrum of the generator (eigenvalues and eigenfunctions) is provided. Necessary and sufficient conditions for reducibility, recurrence and transience are found. Results about exit times from balls are also presented, as well as a proof of null recurrence.
Year of publication: |
1999
|
---|---|
Authors: | Albeverio, Sergio ; Karwowski, Witold ; Zhao, Xuelei |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 83.1999, 1, p. 39-59
|
Publisher: |
Elsevier |
Keywords: | Markov processes on p-adic space Null recurrence Spectral properties of a generator on p-adic space Dirichlet forms Jump processes |
Saved in:
Saved in favorites
Similar items by person
-
On-Line portfolio selection strategy with prediction in the presence of transaction costs
Albeverio, Sergio, (2001)
-
A random walk on p-adics--the generator and its spectrum
Albeverio, Sergio, (1994)
-
On-line portfolio selection strategy with prediction in the presence of transaction costs
Albeverio, Sergio, (2001)
- More ...