Potential theory for finitely additive Markov chains

S. Ramakrishnan

Stochastic Processes and their Applications, 1984, vol. 16, issue 3, 287-303

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; superharmonic; functions; potentials; harmonic; functions; finitely; additive; transition; probabilities (search for similar items in EconPapers)
Date: 1984
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