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Boundary theory of Markov processes (the discrete case)

E. B. Dynkin


Abstract: The paper contains a detailed account of the theory of Martin boundaries for Markov processes with a countable number of states and discrete time. The probabilistic method of Hunt is used as a basis. This method is modified so as not to go outside the limits of the usual notion of a Markov process. The generalization of this notion due to Hunt is discussed in the concluding section.

UDC: 519.2

MSC: 60J50, 60J05, 60A10, 60G42, 60G10

Received: 03.12.1968

 English version: Russian Mathematical Surveys, 1969, 24:2, 1–42

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