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The narrow recurrence of continuous-time Markov chains. (English) Zbl 07918290

Summary: Let \((\Omega, \mathcal{F}, \mathbb{P})\) be a probability space and \(X\) be a Polish space equipped with its Borel \(\sigma\)-algebra \(\mathcal{B}\). We consider a transition function probability \(\{P_t, t\in\mathbb{R}^+\}\) of a continuous Markov chain on \((\Omega, \mathcal{F}, \mathbb{P})\) with values in \(X\). This transition function defines a semi group acting on \(Pr(X)\), the set of all probability measures on \(X\), which is also a Polish space endowed with the narrow topology. In this paper, we introduce and study the notion of the narrow recurrence of transition functions of continuous Markov chains and provide some properties, which can be considered as an initiation of applications of properties of topological dynamics on stochastic process theory and random dynamical systems.

MSC:

47A16 Cyclic vectors, hypercyclic and chaotic operators
37B20 Notions of recurrence and recurrent behavior in topological dynamical systems
46E50 Spaces of differentiable or holomorphic functions on infinite-dimensional spaces
46T25 Holomorphic maps in nonlinear functional analysis

References:

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