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Measure-Theoretic Boundaries of Markov Chains, 0–2 Laws and Entropy

In: Harmonic Analysis and Discrete Potential Theory

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  • Vadim A. Kaimanovich

    (University of Edinburgh, Department of Mathematics)

Abstract

The classic Poisson formula giving an integral representation of bounded harmonic functions in the unit disk in terms of its boundary values has a long history (as it follows from its very name). Given a Markov operator P on a state space X one can easily define harmonic functions as invariant functions of the operator P, but in order to speak about their boundary values one needs a boundary, because no boundary is normally attached to the state space of a Markov chain (as distinct from bounded Euclidean domains common for the classic potential theory).

Suggested Citation

  • Vadim A. Kaimanovich, 1992. "Measure-Theoretic Boundaries of Markov Chains, 0–2 Laws and Entropy," Springer Books, in: Massimo A. Picardello (ed.), Harmonic Analysis and Discrete Potential Theory, pages 145-180, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4899-2323-3_13
    DOI: 10.1007/978-1-4899-2323-3_13
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