Potential theory for finitely additive Markov chains

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.

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Year of publication:	1984
Authors:	Ramakrishnan, S.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 16.1984, 3, p. 287-303
Publisher:	Elsevier
Keywords:	Markov chains superharmonic functions potentials harmonic functions finitely additive transition probabilities

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

Persistent link: https://www.econbiz.de/10008875238