文章基本信息

标题：On equalities of sigma-finite measures constructed from discrete recurrent Markov chains
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作者：Joseph Najnudel ; Ju-Yi Yen
期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2019
卷号：XVI
期号：2
页码：1201-1211
DOI：10.30757/ALEA.v16-45
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：In Salminen et al. (2015), Salminen, Yen and Yor have proven severalequalities of sigma-finite measures involving the law of one-dimensional recurrentdiffusions and some of its h-transforms. In the present article, we show that similarequalities hold in the setting of irreducible and recurrent discrete Markov chains.
关键词：Markov chain; sigma-finite measure; hitting time; local time; harmonic;function.