POTENTIALS FOR DENUMERABLE MARKOV CHAINS

Journal Article · Sun Oct 01 04:00:00 EDT 1961 · J. Math. Anal. and Appls.

DOI:https://doi.org/10.1016/0022-247X(61)90054-3· OSTI ID:4790583

Kemeny, J G; Snell, J L

A unified treatment of potentials for general Markov chains is presented. Basic properties of potentials associated with transient chains are reviewed; these behave like Newtonian potentials. Potentials for recurrent chains are developed; they behave like logarithmic potentials. The discrete analog of the Newtonian potential classical theory is obtained by applying these results to random walls in 3 dimensions. Since the results are applicable to Markov chains in general, discrete versions of the more general theory are obtained. (L.N.N.)

• Research Organization: Dartmouth Coll., Hanover, N.H.
• NSA Number: NSA-16-012019
• OSTI ID: 4790583
• Journal Information: J. Math. Anal. and Appls., Journal Name: J. Math. Anal. and Appls. Vol. Vol: 3
• Country of Publication: Country unknown/Code not available
• Language: English

Related Subjects

DIFFERENTIAL EQUATIONS
MARKOV CHAINS
MATHEMATICS
MATHEMATICS AND COMPUTERS
NEWTON METHOD
PROBABILITY