TITLE: Reference on Doob's h-transform
QUESTION [7 upvotes]: I am searching for a reference about conditioning a Markov process in the sense of Doob, i.e. using h-transforms. My particular concern is to condition a discrete-time Markov Process on a possibly null-measure event, and I would need results such as conditions for uniqueness of extremal harmonic functions , maybe results related to Green's functions...
I found : 

The (big) book of Doob, Classical potential theory and its probabilistic counterpart which is very general and would need a substantial investment to be understood.
The book of Rogers and Williams Diffusions, Markov processes and martingales, which is not very detailed, and mainly deals with the continuous time case.
Draft notes of A Bloemendal on the net http://www.math.harvard.edu/~alexb/rm/Doob.pdf
Some explanations in an article of O'Connel Conditioned random walks and RSK correspondence http://homepages.warwick.ac.uk/~masgas/pubs/noc03a.pdf

Anyone would have an other idea ?

REPLY [3 votes]: It's not a great answer (I've not enough reputation to comment) but it explains the concept without much mathematical garnish:
http://linbaba.wordpress.com/2010/06/02/doob-h-transforms/
A book (page 242) Markov chains and mixing times - David A. Levin, Yuval Peres, Elizabeth L. Wilmer