马尔可夫过程穿越次数估计

摘要

本文研究了马尔可夫过程穿越次数估计.应用马尔可夫过程向前向后鞅分解方法,得到了穿越次数估计以及Meyer-Zheng拓朴的紧性判别准则,推广了Lyons-Zheng的结果.%We extend the cross-estimate of Lyons-Zheng Markov processes from the symmetric case to the general stationary situation. Our main tool is the forward-backward martingale decomposition. As corollaries we obtain a tightness result for laws of Markov processes.