We define a class of Markov chains of unbounded range on word spaces and deduce a Furstenberg-type integral representation for a subspace of the P -harmonic functions. As an application we obtain a Furstenberg-type formula for a set of continuous harmonic functions on p.c.f. self-similar sets.Closely connected to the notion of P -harmonic functions are different boundaries of the Markov chain P . On the one hand, there is the topological notion of the Martin boundary. This is the set of possible limits of the chain at infinity, it arises from a compactification of the state space X and is equipped with a collection of hitting distributions (being invariant under the adjoint of the Markov operator P and therefore harmonic). This allows an integral representation of all P -harmonic functions in terms of the potential theoretic Martin kernel (see e.g. Dynkin [6]). On the other hand, there is the notion of the Poisson boundary of a Markov chain. Different interpretations can be found in the literature (see e.g. Furstenberg [8], 499 Stoch. Dyn. 2003.03:499-527. Downloaded from www.worldscientific.com by UNIVERSITY OF CALIFORNIA @ DAVIS on 02/08/15. For personal use only.