A Dirichlet principle for non reversible Markov chains and some recurrence theorems (Q2447281)
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| Language | Label | Description | Also known as |
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| English | A Dirichlet principle for non reversible Markov chains and some recurrence theorems |
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A Dirichlet principle for non reversible Markov chains and some recurrence theorems (English)
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25 April 2014
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The authors make use of potential theory for the investigation of non-reversible Markov chains. They present two variational formulas for the solution of the Poisson equation and apply these results to prove some recurrence theorems. In particular, they investigate random walks with self-similar rescaled invariant potential and two-dimensional random walks in asymmetric random conductances.
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Markov process
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potential theory
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non-reversible
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Dirichlet principle
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recurrence
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