Variational formula of capacity for asymmetric Markov chains

Zhi-Wen Cheng and Yong-Hua Mao

Statistics & Probability Letters, 2021, vol. 179, issue C

Abstract: This paper extends the classical variational formula of capacity for symmetric Markov chains in Kemeny et al. (1976) to the asymmetric ones, both transient and recurrent.

Keywords: Variational formula; Asymmetric; Markov chain; Transience; Recurrence; Potential theory (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109230

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