Compensation measures in the theory of Markov chains

J. Keilson and R. Syski

Stochastic Processes and their Applications, 1974, vol. 2, issue 1, 59-72

Abstract: The compensation method is employed to obtain the representation of the ergodic distribution of a Markov chain in the form of the Green potential of the compensation charge. Properties of compensation measures and their role in potential theory are investigated.

Date: 1974
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(74)90012-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:2:y:1974:i:1:p:59-72

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().