Probability seminar

Probability seminar

Sep 7, 2022, 03:10 PM - 04:00 PM | 340 Evans Hall | Happening As Scheduled
Daniel Raban, U.C. Berkeley

The Doob-Martin compactification is a canonical method of completing the state space of a transient Markov chain into a compact metric space. Characterizing the Doob-Martin compactification of a Markov chain allows us to understand the distribution of the chain conditioned at infinity and produces a characterization of all nonnegative harmonic functions on the chain. In this talk, we will discuss...