Darstellung einer Ordnung von Maßen durch Stoppzeiten |
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Authors: | Dr. Hermann Rost |
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Affiliation: | (1) Mathematisches Seminar der UniversitÄt, Robert-Mayer-Straße 10, D-6000 Frankfurt am Main |
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Abstract: | Summary Given a stochastic matrixP on the state spaceI an ordering for measures inI can be defined in the following way: iff(f)(f) for allf in a sufficiently rich subcone of the cone of positiveP-subharmonic functions. It is shown that, if, are probability measures with , then in theP-process (Xn)n0 having as initial distribution there exists a stopping time such thatX is distributed according to. In addition, can be chosen in such a way, that for every positive subharmonicf with(f)< the submartingale (f(Xn))n0 is uniformly integrable. |
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