Propriétés relatives des processus de Markov récurrents

Summary For a Markov process recurrent in the sense of Harris, we study the recurrence between two sets A and B. We show the existence of a finite measure _B ^A invariant for the operator P _A P _B and prove some ergodic theorem. When there exists a dual process, _B ^A is the equilibrium measure of B corresponding to the dual process killed when entering in A.

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Equipe de Recherche n 1 «Processus stochastiques et applications», dépendant de la section n 2 «Théories Physiques et Probabilités», associée au CNRS.