LI Chunming, WU Rong, LIAO Ming, . EQUILIBRIUM AND LAST-EXIT DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 289-295.
Citation:
LI Chunming, WU Rong, LIAO Ming, . EQUILIBRIUM AND LAST-EXIT DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 289-295.
LI Chunming, WU Rong, LIAO Ming, . EQUILIBRIUM AND LAST-EXIT DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 289-295.
Citation:
LI Chunming, WU Rong, LIAO Ming, . EQUILIBRIUM AND LAST-EXIT DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 289-295.
The last-exit distribution L for a compact K in potential theory is generally submarkovian. In this paper, the uniqueness and the existence of an invariant measure of L as denoted are proved under Ohung’s analytical conditions （See 3）. The relation between the invariant measure and the equilibrium measure is established. An ergodic theorem which-inoludes Birkhoff’s theorem as a special case is found out.
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