(Homogeneous) Markovian bridges
Publication:720746
DOI10.1214/10-AIHP391zbMath1267.60080MaRDI QIDQ720746
Publication date: 11 October 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/242908
Markov chainsMartin boundaryWiener-Hopf factorizationpath-decompositionfluctuation theoryMarkov bridgesinfinite matricesprobabilistic potential theory
Factorization of matrices (15A23) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50)
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