Approximating Countable Markov Chains |
From inside the book
Try this search over all volumes: Volker Strassen
Results 1-1 of 0
Contents
RESTRICTING THE RANGE | 1 |
RESTRICTING THE RANGE APPLICATIONS | 64 |
CONSTRUCTING THE GENERAL MARKOV CHAIN | 95 |
Copyright | |
2 other sections not shown
Other editions - View all
Common terms and phrases
1)-intervals a₁ absorbing argue argument b₂ binary rationals Brownian Motion chapter coincides conditional distribution construction converges David Freedman defined exponentially distributed F(1)-measurable Figure finite subset Fubini hitting holding i₁ implies In+1 independent and exponential infinite interval of constancy j₁ joint distribution jump Lebesgue measure 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 P₁ 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 spends interior standard stochastic semigroup starting stationary standard transitions stationary transitions strictly increasing Suppose T₁ Theorem TJ,n TJ,o TN,o visits VOLKER STRASSEN WILLIAM FELLER X₁ XN+1 YN+m