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Markov chains and potentials.

It was first pointed out by Doob and Kakutani the connection between classical potential theory and Brownian motion. In [10] one finds that if P(t,x,A) is the probability transition function, i.e. P(t,x,A) = probability that a particle moves from the point x to the Borel subset A of a set I in time t, then the potential kernal, K(x,A), is defined as follows [...]

Identiferoai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:QMM.117776
Date January 1965
CreatorsFraser, Ian Johnson.
ContributorsDawson, D. (Supervisor)
PublisherMcGill University
Source SetsLibrary and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada
LanguageEnglish
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Formatapplication/pdf
CoverageMaster of Science. (Department of Mathematics.)
RightsAll items in eScholarship@McGill are protected by copyright with all rights reserved unless otherwise indicated.
Relationalephsysno: NNNNNNNNN, Theses scanned by McGill Library.

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