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) |
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Pages (from-to) | 287-303 |
Number of pages | 17 |
Journal | Stochastic Processes and their Applications |
Volume | 16 |
Issue number | 3 |
DOIs | |
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