Doob equivalence and non-commutative peaking for Markov chains

In this paper, we show how questions about operator algebras constructed from stochastic matrices motivate new results in the study of harmonic functions on Markov chains. More precisely, we characterize the coincidence of conditional probabilities in terms of (generalized) Doob transforms, which th...

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Veröffentlicht in:	Journal of noncommutative geometry 2021-01, Vol.15 (4), p.1469-1484
Hauptverfasser:	Chen, Xinxin, Dor-On, Adam, Hui, Langwen, Linden, Christopher, Zhang, Yifan
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Harmonic functions Markov processes Mathematical research Matrices
Online-Zugang:	Volltext
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