Variational formula of capacity for asymmetric Markov chains

Variational formula of capacity for asymmetric Markov chains

This paper extends the classical variational formula of capacity for symmetric Markov chains in Kemeny et al. (1976) to the asymmetric ones, both transient and recurrent.

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Bibliographische Detailangaben
Veröffentlicht in:Statistics & probability letters 2021-12, Vol.179, p.109230, Article 109230
Hauptverfasser: Cheng, Zhi-Wen, Mao, Yong-Hua
Format: Artikel
Sprache:eng
Schlagworte:
Asymmetric
Markov chain
Potential theory
Recurrence
Transience
Variational formula
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Beschreibung
Zusammenfassung:This paper extends the classical variational formula of capacity for symmetric Markov chains in Kemeny et al. (1976) to the asymmetric ones, both transient and recurrent.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2021.109230