Potential theory for finitely additive Markov chains
نویسندگان
چکیده
منابع مشابه
Additive Schwarz Iterations for Markov Chains
A convergence analysis is presented for additive Schwarz iterations when applied to consistent singular systems of equations of the form Ax = b. The theory applies to singular M -matrices with one-dimensional null space and is applicable in particular to systems representing ergodic Markov chains, and to certain discretizations of partial differential equations. Additive Schwarz can be seen as ...
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The Restricted Additive Schwarz (RAS) method is adapted to the problem of computing the stationary probability distribution vector of large, sparse, irreducible stochastic matrices. Inexact and two-level variants are also considered, as well as acceleration by Krylov subspace methods. The convergence properties are analyzed and extensive numerical experiments aimed at assessing the effect of va...
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In the operator algebraic formulation of probability theory Markov processes typically appear as perturbations of Bernoulli processes. We develop a scattering theory for this situation. This theory applies to the isomorphism problem between Markov processes and Bernoulli shifts as well as to the description of open quantum systems. Introduction. The need to extend classical probability theory i...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1984
ISSN: 0304-4149
DOI: 10.1016/0304-4149(84)90026-7