Journal
PROBABILITY THEORY AND RELATED FIELDS
Volume 158, Issue 1-2, Pages 55-89Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s00440-012-0477-5
Keywords
Markov process; Potential theory; Non-reversible; Dirichlet principle; Recurrence
Categories
Ask authors/readers for more resources
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an application we prove a some recurrence theorems. In particular, we show the recurrence of two-dimensional cycle random walks under a second moment condition on the winding numbers.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available