Advertisement

Markov Chains pp 227-254 | Cite as

Lyapunov Functions and Martingales

  • Pierre Brémaud
Chapter
  • 9 Downloads
Part of the Texts in Applied Mathematics book series (TAM, volume 31)

Abstract

The present chapter is an introduction to a few topics from potential theory and martingale theory, with the purpose of demonstrating the power of martingale theory and of giving examples of the rich interplay between probability and analysis. An important aspect of this chapter concerns the various results complementing the study of recurrence of Chapter 3.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.ParisFrance

Personalised recommendations