Potential theory for finitely additive Markov chains

S. Ramakrishnan

doi:10.1016/0304-4149(84)90026-7

Potential theory for finitely additive Markov chains

S. Ramakrishnan

Mathematics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

In this paper potential theory is developed for finitely additive Markov chains and this is used to obtain various characterization theorems for discrete time Markov chains with an arbitrary state space, with finitely additive stationary transition probabilities and a finitely additive initial distribution.

Original language	English (US)
Pages (from-to)	287-303
Number of pages	17
Journal	Stochastic Processes and their Applications
Volume	16
Issue number	3
DOIs	https://doi.org/10.1016/0304-4149(84)90026-7
State	Published - Mar 1984

Keywords

Markov chains
finitely additive transition probabilities
harmonic functions
potentials
superharmonic functions

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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title = "Potential theory for finitely additive Markov chains",

abstract = "In this paper potential theory is developed for finitely additive Markov chains and this is used to obtain various characterization theorems for discrete time Markov chains with an arbitrary state space, with finitely additive stationary transition probabilities and a finitely additive initial distribution.",

keywords = "Markov chains, finitely additive transition probabilities, harmonic functions, potentials, superharmonic functions",

author = "S. Ramakrishnan",

year = "1984",

month = mar,

doi = "10.1016/0304-4149(84)90026-7",

language = "English (US)",

volume = "16",

pages = "287--303",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

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T1 - Potential theory for finitely additive Markov chains

AU - Ramakrishnan, S.

PY - 1984/3

Y1 - 1984/3

N2 - In this paper potential theory is developed for finitely additive Markov chains and this is used to obtain various characterization theorems for discrete time Markov chains with an arbitrary state space, with finitely additive stationary transition probabilities and a finitely additive initial distribution.

AB - In this paper potential theory is developed for finitely additive Markov chains and this is used to obtain various characterization theorems for discrete time Markov chains with an arbitrary state space, with finitely additive stationary transition probabilities and a finitely additive initial distribution.

KW - Markov chains

KW - finitely additive transition probabilities

KW - harmonic functions

KW - potentials

KW - superharmonic functions

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U2 - 10.1016/0304-4149(84)90026-7

DO - 10.1016/0304-4149(84)90026-7

M3 - Article

AN - SCOPUS:0041841066

VL - 16

SP - 287

EP - 303

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 3

ER -

Potential theory for finitely additive Markov chains

Abstract

Keywords

ASJC Scopus subject areas

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