Path decompositions for Markov chains

Details Path decompositions for Markov chains Path decompositions for Markov chains

2004-10-06

arxiv.org/abs/math/0410142v1

Annals of Probability 2004, Vol. 32, No. 2, 1370-1390

Mathematics

Probability

Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imsta

Scientific paper

10.1214/009117904000000234

We present two path decompositions of Markov chains (with general state
space) by means of harmonic functions, which are dual to each other. They can
be seen as a generalization of Williams' decomposition of a Brownian motion
with drift. The results may be illustrated by a multitude of examples, but we
confine ourselves to different types of random walks and the Polya urn.

Affiliated with

Also associated with

No associations

Rating

Path decompositions for Markov chains does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Path decompositions for Markov chains, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Path decompositions for Markov chains will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-171135