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Approximating Countable Markov Chains

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Holden-Day, 1971 - Markov processes - 291 pages

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Contents

RESTRICTING THE RANGE
1
RESTRICTING THE RANGE APPLICATIONS
64
CONSTRUCTING THE GENERAL MARKOV CHAIN
95
Copyright

46 other sections not shown

Common terms and phrases

Abbreviate absorbing argument binary rational Borel chain with stationary chapter Claim coincides communicating class construction coordinate process defined definition disjoint empty product exponentially distributed Figure finite subset follows Fubini given hitting holding implies independent and exponentially interval of constancy joint distribution jump least Lebesgue measure Lemma Let F Let Q locally finitary Markov chain Markov property Markov with stationary Markov with transitions martingale measurable function measurable mapping nondecreasing notation null set P,-distribution Poisson Poisson process positive recurrent post-r process Prob probability triple prove Pt{A Q(co quasiregular r-field spanned random variable real number recurrent class regular conditional distribution retracted sample functions satisfies Section sequence signed measure smallest r-field standard stochastic semigroup starting stationary transitions step functions stochastic matrix strong Markov property Theorem valued visits yj(t

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Bibliographic information

QR code for Approximating Countable Markov Chains
TitleApproximating Countable Markov Chains
Holden-Day series in probability and statistics
AuthorDavid Fredman
PublisherHolden-Day, 1971
Original fromthe University of California
Digitized15 May 2008
ISBN0816230145, 9780816230143
Length291 pages
  
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