Transience, recurrence and strong ergodicity of regime-switching diffusion processes
Jinghai Shao 邵井海副教授Beijing Normal University 下午 2:30–4:00 鴻經館 107 室摘要：
In this talk, we introduce some recent results on the transience, recurrence and strong ergodicity of regime-switching diffusion processes. Both the regime-switching diffusion processes with switching in a finite state space and that in an infinite countable state space are considered. Some on-off type criteria on recurrence can be provided based on the M-matrix theory and the Perron-Frobenius theorem. We apply these criteria to some concrete examples such as Ornstein-Uhlenbeck process with switching.