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Proceedings of the American Mathematical Society

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The minimal harmonic functions of sojourn processes of certain finite state Markov chains


Author: E. Bolthausen
Journal: Proc. Amer. Math. Soc. 77 (1979), 138-144
MSC: Primary 60J10; Secondary 60J50
DOI: https://doi.org/10.1090/S0002-9939-1979-0539647-X
MathSciNet review: 539647
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Abstract: To a finite state, discrete time Markov chain a new chain is constructed which counts the number of sojourns in each state. This sojourn process is a transient Markov chain. The minimal harmonic functions of this chain are identified.


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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1979-0539647-X
Keywords: Markov chain, sojourn times, harmonic functions, Martin boundary
Article copyright: © Copyright 1979 American Mathematical Society