Abstract
To a finite state, discrete time Markov chain a new chain is constructed which counts the number of sojourns in each state. This sojourn process is a transient Markov chain. The minimal harmonic functions of this chain are identified.
Bolthausen, E (1979). The minimal harmonic functions of sojourn processes of certain finite state Markov chains. Proceedings of the American Mathematical Society, 77(1):138-144.
Abstract
To a finite state, discrete time Markov chain a new chain is constructed which counts the number of sojourns in each state. This sojourn process is a transient Markov chain. The minimal harmonic functions of this chain are identified.
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| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Uncontrolled Keywords: | Markov chain, sojourn times, harmonic functions, Martin boundary, finite state Markov chains, sojourn processes |
| Language: | English |
| Date: | 1979 |
| Deposited On: | 30 Oct 2009 14:53 |
| Last Modified: | 24 Sep 2019 16:20 |
| Publisher: | American Mathematical Society |
| ISSN: | 0002-9939 |
| OA Status: | Green |
| Publisher DOI: | https://doi.org/10.2307/2042732 |
| Related URLs: | http://www.zentralblatt-math.org/zbmath/search/?q=an%3A0416.60077 |
Bolthausen, E