Markov chains on \[{{\mathbb {Z}}^+}\] : analysis of stationary measure via harmonic functions appro...
Markov chains on \[{{\mathbb {Z}}^+}\] : analysis of stationary measure via harmonic functions approach
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New York: Springer Nature B.V
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English
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New York: Springer Nature B.V
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We suggest a method for constructing a positive harmonic function for a wide class of transition kernels on \[{{\mathbb {Z}}^+}\]. We also find natural conditions under which this harmonic function has a positive finite limit at infinity. Further, we apply our results on harmonic functions to asymptotically homogeneous Markov chains on \[{{\mathbb...
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Markov chains on \[{{\mathbb {Z}}^+}\] : analysis of stationary measure via harmonic functions approach
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TN_cdi_proquest_journals_2183399991
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2183399991
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ISSN
0257-0130
E-ISSN
1572-9443
DOI
10.1007/s11134-019-09602-5
