scholarly journals On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains

Author(s):  
Joseph Najnudel
1979 ◽  
Vol 2 (4) ◽  
pp. 537-587 ◽  
Author(s):  
Harry Cohn

In this paper we investigate some structure properties of the tailσ-field and the invariantσ-field of both homogeneous and nonhomogeneous Markov chains as representations for asymptotic events, descriptions of completely nonatomic and atomic sets and global characterizations of asymptoticσ-fields. It is shown that the Martin boundary theory can provide a unified approach to the asymptoticσ-fields theory.


1992 ◽  
Vol 128 ◽  
pp. 153-169 ◽  
Author(s):  
Massimo A. Picardello ◽  
Wolfgang Woess

Let P and Q be the stochastic transition operators of two time-homogeneous, irreducible Markov chains with countable, discrete state spaces X and Y, respectively. On the Cartesian product Z = X x Y, define a transition operator of the form Ra = a·P + (1 — a) · Q, 0 < a < 1, where P is considered to act on the first variable and Q on the second. The principal purpose of this paper is to describe the minimal Martin boundary of Ra (consisting of the minimal positive eigenfunctions of Ra with respect to some eigenvalue t, also called t-harmonic functions) in terms of the minimal Martin boundaries of P and Q.


2001 ◽  
Vol 37 (1-2) ◽  
pp. 145-167
Author(s):  
A. Telcs

This pap r shows large deviation theorem for Markov chains with spatial symmetric Gr n ’s function.Spatial symm try and behaviour of the Martin boundary is inv stigat d.


2019 ◽  
Vol 16 (8) ◽  
pp. 663-664 ◽  
Author(s):  
Jasleen K. Grewal ◽  
Martin Krzywinski ◽  
Naomi Altman
Keyword(s):  

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