Journal
STATISTICS & PROBABILITY LETTERS
Volume 204, Issue -, Pages -Publisher
ELSEVIER
DOI: 10.1016/j.spl.2023.109942
Keywords
Hunt process; Feller property; Strong feller property; Hitting probability
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In this paper, we investigate the relation of hitting probabilities between two sets in Hunt processes, without considering spatial homogeneity. We claim that if the Hunt process satisfies the strong Feller property, then there is a certain relationship between the hitting probabilities of the two sets.
We write sigma(A) the first hitting time of set A for the Hunt processes. Let B and BR be compact sets, where BR states far away from B. We assume that the Hunt process is irreducible and conservative and satisfies the Feller property. We consider a relation of the hitting probability of B from BR with the hitting probability of BR from B, without the spatial homogeneity. Our claim is that if the Hunt process satisfies the strong Feller property, then lim(x ->infinity)P(x)(sigma(B) <= t) =0 implies that lim(R ->infinity)P(y)(sigma B-R <= t) = 0, for y is an element of B. Additionally, if the Hunt process is m-symmetric, then both statements are equivalent.
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