HARMONIC FUNCTIONS AND HITTING DISTRIBUTIONS FOR MARKOV PROCESSES,

Abstract

It is shown that for a Markov process satisfying Hunt's condition A the class of harmonic functions completely determines the family of hitting distributions. Also, the author shows that for certain processes in two dimensions these hitting distributions are completely determined by two suitably chosen independent harmonic functions. This result parallels and extends the well known one dimensional result that hitting distributions are completely determined by one harmonic function. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1964
Accession Number
AD0607351

Entities

People

  • G. B. Crawford

Organizations

  • Boeing

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Markov Processes

Fields of Study

  • Mathematics

Readers

  • Game Theory.
  • Statistical inference.