The Minimal Harmonic Functions of Sojourn Processes of Certain Finite State Markov Chains

DOI10.2307/2042732zbMath0416.60077OpenAlexW4249742844MaRDI QIDQ3206080

Erwin Bolthausen

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2042732

zbMATH Keywords

Martin boundaryMarkov chainharmonic functionssojourn timesfinite state Markov chainssojourn processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50)

Cites Work

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• Martin boundaries for certain Markov chains
• Asymptotic evaluation of certain markov process expectations for large time, I
• The Martin boundary for Polya's urn scheme, and an application to stochastic population growth
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains

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