Ergodic potential |
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| Authors: | R. Syski |
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| Affiliation: | University of Maryland, MD, U.S.A. |
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| Abstract: | Potential Theory for ergodic Markov chains (with a discrete state spare and a continuous parameter) is developed in terms of the fundamental matrix of a chain.A notion of an ergodic potential for a chain is introduced and a form of Riesz decomposition theorem for measures is proved. Ergodic potentials of charges (with total charge zero) are shown to play the role of Green potentials for transient chains. |
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| Keywords: | ergodic potential fundamental matrix Markov chains potential theory resolvent Riesz decomposition semi-groups |
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