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On potentials of ergodic Markov chains

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Ukrainian Mathematical Journal Aims and scope

Abstract

Two theorems on the existence of the potential of an ergodic Markov chain in an arbitrary phase space are proved.

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References

  1. N. V. Moskal'tsova and V. M. Shurenkov, “On asymptotics of the potential of a countable ergodic Markov chain,”Ukr. Mat. Zh.,45, No. 2, 265–270 (1993).

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  2. V. M. Shurenkov,Ergodic Markov Processes [in Russian], Nauka, Moscow (1989).

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Authors and Affiliations

  1. Kiev Road-Transport Institute, Kiev

    N. V. Moskal'tsova & V. M. Shurenkov

Authors
  1. N. V. Moskal'tsova
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  2. V. M. Shurenkov
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Additional information

Deceased

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 446–449, April, 1994.

This work was supported by the Ukrainian State Committee on Science and Technology.

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Moskal'tsova, N.V., Shurenkov, V.M. On potentials of ergodic Markov chains. Ukr Math J 46, 475–479 (1994). https://doi.org/10.1007/BF01060420

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  • DOI: https://doi.org/10.1007/BF01060420

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