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Some potential-theoretic techniques in non-reversible Markov chains

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Abstract

Many of the well known classification theorems of irreducible Markov chains \(X\) placing them into transient or recurrent classes are proved by assuming that \(X\) is reversible. It is shown here that the ‘reversible’ condition in \(X\) can be removed if potential-theoretic methods are used.

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Acknowledgments

I gratefully acknowledge the referee’s valuable comments.

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Correspondence to Victor Anandam.

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Anandam, V. Some potential-theoretic techniques in non-reversible Markov chains. Rend. Circ. Mat. Palermo 62, 273–284 (2013). https://doi.org/10.1007/s12215-013-0124-8

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  • DOI: https://doi.org/10.1007/s12215-013-0124-8

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