Compensation measures in the theory of Markov chains

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.

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Year of publication:	1974
Authors:	Keilson, J. ; Syski, R.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 2.1974, 1, p. 59-72
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008873697