Skip to content
DraconiticResearch
Search Sources API
203,234 studies31 sourcesUpdated 58 min ago
PreprintarXiv licencearXiv

Recurrence and Uniqueness Criteria for Markov Processes from Moments of Integral-Type Functionals

  • Ling-Di Wang
  • Yu-Hui Zhang
  • Zu-Yi Zhao
Open at sourcePDFDOICite

Abstract

We investigate recurrence and uniqueness of continuous-time Markov chains using moments of integral-type functionals. Unlike the classical criteria from Chen (2004) and the Feller-Reuter criterion, we develop general unified conditions for recurrence and uniqueness of Markov processes based on moments of integral-type functionals. The associated criteria follow directly from these conditions whenever the mean functionals can be expressed explicitly. As applications, explicit recurrence and uniqueness criteria are derived for single-birth, single-death, and birth-death processes on trees.

Related

  1. Decay of Correlations for Multiplicative Functionals of Determinantal Point Processes
    Alexander I. Bufetov
    arXivPreprintCC BY 4.0Full textAnalysis & PDEsDynamical systemsarXiv
  2. Large deviations for additive functionals of one-dimensional zero-range processes
    Insuk Seo, Kenkichi Tsunoda
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  3. Exponential functionals of two random walks and stationary measures of discrete growth processes
    Zikun Ouyang
    arXivPreprintarXiv licenceFull textMathematical physicsProbabilityarXiv
  4. Efficiency Optimality without Pathwise Differentiability: A Variational Theory for Marginal-Integral Functionals
    Shuoxun Xu, Xinzhou Guo
    arXivPreprintCC BY-NC-ND 4.0Full textStatisticsarXiv
  5. Accumulated-Variance Functionals of Hidden Markov and Semi-Markov Processes: Finite-Sample Upper and Lower Bounds
    Wilson Andres Lombardo
    HALPreprintCC BY 4.0Full textProbabilityHAL

Cite

BibTeXRIS
BibTeX
@misc{wang2026recurrence,
  title = {{Recurrence and Uniqueness Criteria for Markov Processes from Moments of Integral-Type Functionals}},
  author = {Ling-Di Wang and Yu-Hui Zhang and Zu-Yi Zhao},
  howpublished = {arXiv},
  year = {2026},
  month = nov,
  doi = {10.48550/arxiv.2611.07821},
  eprint = {2611.07821},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2611.07821},
}
RIS
TY  - UNPB
TI  - Recurrence and Uniqueness Criteria for Markov Processes from Moments of Integral-Type Functionals
AU  - Ling-Di Wang
AU  - Yu-Hui Zhang
AU  - Zu-Yi Zhao
PY  - 2026
DA  - 2026/11/05
PB  - arXiv
DO  - 10.48550/arxiv.2611.07821
UR  - https://arxiv.org/abs/2611.07821
AB  - We investigate recurrence and uniqueness of continuous-time Markov chains using moments of integral-type functionals. Unlike the classical criteria from Chen (2004) and the Feller-Reuter criterion, we develop general unified conditions for recurrence and uniqueness of Markov processes based on moments of integral-type functionals. The associated criteria follow directly from these conditions whenever the mean functionals can be expressed explicitly. As applications, explicit recurrence and uniqueness criteria are derived for single-birth, single-death, and birth-death processes on trees.
ER  -