Martin boundary of random walks on certain \(d\)-dimensional hypergroups (Q1608732)
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English | Martin boundary of random walks on certain \(d\)-dimensional hypergroups |
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Martin boundary of random walks on certain \(d\)-dimensional hypergroups (English)
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13 July 2003
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The author gives integral representation formulae for the harmonic functions of Markov chains on \(\mathbb{N}^d\) and \(\mathbb{R}^d_+\), whose transition kernels are invariant under the translation of a given product hypergroup; for \(\mathbb{N}^d\), a product of polynomial hypergroups, and for \(\mathbb{R}^d_+\) a product of Sturm-Liouville hypergroups. The main tool in deriving the representations is Choquet's theorem. In both cases, it is also shown that the only bounded harmonic functions are the constants.
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representation formulae
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harmonic functions of Markov chains
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transition kernels
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Choquet's theorem
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