Skip to main content

More about Capacity and Excessive Measures

  • Chapter
Seminar on Stochastic Processes, 1987

Part of the book series: Progress in Probability and Statistics ((PRPR,volume 15))

Abstract

In [14] we introduced the set function

$$\Gamma \left( B \right)={{\Gamma }_{m,u}}\left( B \right)=L\left( m,{{P}_{B}}u \right)=L\left( {{R}_{B}}m,u \right)$$
(1.1)

as a “good” capacity. In this paper we develop some additional properties of Γ(B). We are especially interested in obtaining expressions for Γ(B) as a supremum that are analogous to the classical result of de la Vallée-Poussin which states that the (Newtonian) capacity of a Borel set B is the supremum of µ(1) over all measures µ with compact support in B and whose potential is bounded by 1. Results of this character are contained in sections 3 and 4. In section 5 we obtain some expressions for Γ as an infimum. These results are reminiscent of the work of Fuglede [19] and are in some sense dual to the classical result. Section 6 contains additional formulas for Γq(B)-the q-capacity of B; that is, the capacity relative to the q-subprocess. Of special interest is (6.7) which shows that q → Γq(B) is a subordinator exponent (i.e., has a completely monotone derivative) provided it is finite for one value of q 0 0. Section 2 contains two results in the potential theory of excessive measures that are needed in section 3. But these are of considerable interest in their own right. Theorem 2.18 sheds light on an old problem going back to [2]. See also [17] and [15].

Research supported by NSF Grant DMS-8419377.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. R. M. Blumenthal and R. K. Getoor. Markov Processes and Potential Theory. Academic Press, New York. 1968.

    MATH  Google Scholar 

  2. R. M. Blumenthal and R. K. Getoor. Dual processes and potential theory. Proc. 12th Biennial Sem. Can. Math. Soc., 137–156. 1970.

    Google Scholar 

  3. Z. Ciesielski. Semiclassical potential theory. Markov Processes and Potential Theory, edited by J. Choyer. 33–60. Wiley and Sons. New York, London, Sydney. 1967.

    Google Scholar 

  4. C. Dellacherie and P. A. Meyer. Probabilités et Potentiel. Ch. XII 6, X VI. Hermann. Paris. 1987.

    Google Scholar 

  5. P. J. Fitzsimmons. On two results in the potential theory of excessive measures. Sem. Stoch. Proc. 1986, 21–30. Birkhäuser. Boston. 1987.

    Google Scholar 

  6. P. J. Fitzsimmons. Homogeneous random measures and a weak order for the excessive measures of a Markov process. To appear in Trans. Amer. Math. Soc.

    Google Scholar 

  7. P. J. Fitzsimmons. On a connection between Kuznetsov processes and quasi-processes. To appear in Sem. Stoch. Proc. 1987. Birkhäuser, Boston.

    Google Scholar 

  8. P. J. Fitzsimmons. Penetration times and Skorohod stopping. To appear in Sém. de Probabilités XXII. Lec. Notes in Math. Springer. Berlin-HeidelbergNew York.

    Google Scholar 

  9. P. J. Fitzsimmons and B. Maisonneuve. Excessive measures and Markov processes with random birth and death. Probab. Th. Rel. Fields 72, 391336 (1986).

    Google Scholar 

  10. R. K. Getoor. Markov Processes: Ray Processes and Right Processes. Lecture Notes in Math. 40, Springer. Berlin-Heidelberg-New York. 1975.

    Google Scholar 

  11. R. K. Getoor and J. Glover. Markov processes with identical excessive measures. Math. Zeit. 184, 287–300 (1983).

    Article  MATH  Google Scholar 

  12. R. K. Getoor an J. Glover. Riesz decompositions in Markov process theory. Trans. Amer. Math. Soc. 285 107–132 (1984).

    Article  MathSciNet  Google Scholar 

  13. R. K., Getoor and J. Steffens. Capacity theory without duality. Probab. Th. Rel. Fields 73 415–445 (1986).

    Article  Google Scholar 

  14. R. K. Getoor and J. Steffens. The energy functional, balayage, and capacity. Ann Inst. Henri Poincaré 23 321–357 (1987).

    MathSciNet  Google Scholar 

  15. J. Glover. Topics in energy and potential theory. Sém. Stoch. Proc. 1982, 195–202. Birkhäuser, Boston, 1983.

    Google Scholar 

  16. G. A. Hunt. Markov processes and potentials I. Ill. J. Math. 1 44–93 (1957).

    Google Scholar 

  17. D. Revuz. Remarque sur les potentiels de mesure. Sém. de Prob V. Lecture Notes in Math. 191 275–277. Springer. Berlin-Heidelberg-New York. 1971.

    Google Scholar 

  18. D. Stroock. The Kac approach to potential theory I and II. J. Math. Mech. 16, 829–852 (1967) and Comm. Pure Appl. Math. 20, 775–796 (1967).

    MathSciNet  MATH  Google Scholar 

  19. B. Fuglede. Le théorème du minimax et la théorie fine du potentiel. Ann. Inst. Fourier, Grenoble. 15, 65–88 (1965).

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1988 Birkhäuser Boston

About this chapter

Cite this chapter

Getoor, R.K., Steffens, J. (1988). More about Capacity and Excessive Measures. In: Çinlar, E., Chung, K.L., Getoor, R.K., Glover, J. (eds) Seminar on Stochastic Processes, 1987. Progress in Probability and Statistics, vol 15. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-0550-7_6

Download citation

  • DOI: https://doi.org/10.1007/978-1-4684-0550-7_6

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4684-0552-1

  • Online ISBN: 978-1-4684-0550-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics