Comparison theorems for Green functions of Markov chains (Q1192373)
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English | Comparison theorems for Green functions of Markov chains |
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Comparison theorems for Green functions of Markov chains (English)
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27 September 1992
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Let \(P\) and \(Q\) be two irreducible stochastic matrices which have excessive measure \(\mu\) and invariant measure \(\nu\), respectively. Suppose \(\mu\) and \(\nu\) are equivalent, \(Q\) is symmetrizable with respect to \(\nu\) and \(P\geq\varepsilon Q\) for some \(\varepsilon>0\). Earlier work by \textit{N. Th. Varopoulos} [Ann. Inst. Fourier 33, No. 2, 241-261 (1983; Zbl 0498.60012); ibid. 34, No. 2, 243-269 (1984; Zbl 0523.60071)] addressed the more restrictive situation where \(\mu\) is invariant for \(P\). The author seeks to extend comparison results between \(P\) and \(Q\) in the more general setting since an excessive measure always exists.
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excessive measure
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invariant measure
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symmetrizable
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comparison results
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