Approximating Countable Markov Chains |
Contents
RESTRICTING THE RANGE | 1 |
RESTRICTING THE RANGE APPLICATIONS | 64 |
CONSTRUCTING THE GENERAL MARKOV CHAIN | 95 |
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1)-intervals a₁ absorbing Approximating Countable Markov argue argument b₂ binary rationals Brownian Motion chapter coincides conditional distribution construction converges defined exponentially distributed F(1)-measurable Figure finite subset Fubini holding i₁ implies In+1 independent and exponential infinite interval of constancy joint distribution jump Lebesgue measure Lebesgue s:0 Lemma Let f locally finitary Markov chain Markov process Markov property Markov with stationary Markov with transitions Math nondecreasing notation null set P-distribution P-probability Poisson process Poisson with parameter positive Prob probability triple product measurable prove pseudo-jumps Qn(i Qn(j Qn+1 quasiregular random variables recurrent restriction retracted right continuous sample functions satisfies Section sequence standard stochastic semigroup starting stationary standard transitions stationary transitions strictly increasing Suppose T₁ Theorem TJ,n tj,o visits VOLKER STRASSEN WILLIAM FELLER X-time corresponding XN+1 YN+m Z₁