(Homogeneous) Markovian bridges
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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 chains; Martin boundary; Wiener-Hopf factorization; path-decomposition; fluctuation theory; Markov bridges; infinite matrices; probabilistic potential theory
15A23: Factorization of matrices
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
47A68: Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators
60J45: Probabilistic potential theory
60J50: Boundary theory for Markov processes
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