{
  "id": "math/0410142",
  "version": "v1",
  "published": "2004-10-06T06:52:20.000Z",
  "updated": "2004-10-06T06:52:20.000Z",
  "title": "Path decompositions for Markov chains",
  "authors": [
    "Gotz Kersting",
    "Kaya Memisoglu"
  ],
  "comment": "Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000234",
  "journal": "Annals of Probability 2004, Vol. 32, No. 2, 1370-1390",
  "doi": "10.1214/009117904000000234",
  "categories": [
    "math.PR"
  ],
  "abstract": "We present two path decompositions of Markov chains (with general state space) by means of harmonic functions, which are dual to each other. They can be seen as a generalization of Williams' decomposition of a Brownian motion with drift. The results may be illustrated by a multitude of examples, but we confine ourselves to different types of random walks and the Polya urn.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2004-10-06T06:52:20.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J10",
      "60J45"
    ],
    "keywords": [
      "markov chains",
      "path decompositions",
      "general state space",
      "harmonic functions",
      "polya urn"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2004math.....10142K"
    }
  }
}