Asymptotics and spectral results for random walks on p-adics
Sergio Albeverio,
Witold Karwowski and
Xuelei Zhao
Stochastic Processes and their Applications, 1999, vol. 83, issue 1, 39-59
Abstract:
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.
Keywords: Markov; processes; on; p-adic; space; Null; recurrence; Spectral; properties; of; a; generator; on; p-adic; space; Dirichlet; forms; Jump; processes (search for similar items in EconPapers)
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(99)00016-2
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:83:y:1999:i:1:p:39-59
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().