Potential theory for finitely additive Markov chains

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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 languageEnglish (US)
Pages (from-to)287-303
Number of pages17
JournalStochastic Processes and their Applications
Volume16
Issue number3
DOIs
StatePublished - 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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