Martin boundaries for certain Markov chains
نویسندگان
چکیده
منابع مشابه
Martin Capacity for Markov Chains
The probability that a transient Markov chain, or a Brownian path, will ever visit a given set Λ, is classically estimated using the capacity of Λ with respect to the Green kernel G(x, y). We show that replacing the Green kernel by the Martin kernel G(x, y)/G(0, y) yields improved estimates, which are exact up to a factor of 2. These estimates are applied to random walks on lattices, and also t...
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ژورنال
عنوان ژورنال: Journal of the Mathematical Society of Japan
سال: 1963
ISSN: 0025-5645
DOI: 10.2969/jmsj/01520113