Ergodic potential

R. Syski

Stochastic Processes and their Applications, 1978, vol. 7, issue 3, 311-336

Abstract: Potential Theory for ergodic Markov chains (with a discrete state spare and a continuous parameter) is developed in terms of the fundamental matrix of a chain. A notion of an ergodic potential for a chain is introduced and a form of Riesz decomposition theorem for measures is proved. Ergodic potentials of charges (with total charge zero) are shown to play the role of Green potentials for transient chains.

Keywords: ergodic; potential; fundamental; matrix; Markov; chains; potential; theory; resolvent; Riesz; decomposition; semi-groups (search for similar items in EconPapers)
Date: 1978
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