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Teoriya Veroyatnostei i ee Primeneniya, 1966, Volume 11, Issue 3, Pages 472–482
(Mi tvp641)
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Principles of potential theory and Markov chains
D. I. Shparo Moscow
Abstract:
We consider an infinite matrix $G$ with nonnegative entries and with all its columns tending to 0. We investigate those properties of $G$ which allow us to express $G$ in the form
$$
G=(I+S+S^2+\dots)A\eqno(1)
$$
where $I$ is the identity matrix, $S$ is a substochastic matrix and $A$ is a diagonal matrix with positive entries on the diagonal. These properties are
1) $G$ is nondegenerate in a sense,
2) the vector $e$ with all its components equal to 1 is the limit of an increasing sequence of the potentials of nonnegative measures,
3) the principle of domination holds. These properties are also necessary for representation (1).
Received: 06.06.1965
Citation:
D. I. Shparo, “Principles of potential theory and Markov chains”, Teor. Veroyatnost. i Primenen., 11:3 (1966), 472–482; Theory Probab. Appl., 11:3 (1966), 415–424
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Abstract page: | 318 | Full-text PDF : | 140 | First page: | 1 |
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