{
  "id": "1403.3135",
  "version": "v2",
  "published": "2014-03-13T00:00:58.000Z",
  "updated": "2015-03-06T08:41:14.000Z",
  "title": "Criteria for transience and recurrence of regime-switching diffusion processes",
  "authors": [
    "Jinghai Shao"
  ],
  "comment": "21 pages in Electron. J. Probab. 2015",
  "categories": [
    "math.PR"
  ],
  "abstract": "We provide some on-off type criteria for recurrence and transience of regime-switching diffusion processes using the theory of M-matrix and the Perron-Frobenius theorem. State-independent and state-dependent regime-switching diffusion processes in a finite space and a countable space are both studied. We put forward a finite partition method to deal with switching process in a countable space. As an application, we improve the known criteria for recurrence of linear regime-switching diffusion processes, and provide an on-off type criterion for a kind of nonlinear regime-switching diffusion processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-03-13T00:00:58.000Z",
      "comment": "21 pages",
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2015-03-06T08:41:14.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60A10",
      "60J60",
      "60J10"
    ],
    "keywords": [
      "recurrence",
      "on-off type criterion",
      "transience",
      "finite partition method",
      "countable space"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 21,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1403.3135S"
    }
  }
}