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A characterization of Markov sequences

✍ Scribed by G.L. Wise; J.B. Thomas

Publisher
Elsevier Science
Year
1975
Tongue
English
Weight
644 KB
Volume
299
Category
Article
ISSN
0016-0032

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✦ Synopsis

Second moment properties of a class of Markov sequences are established through a diagonal series expansion of the b&variate density function of the sequence. It is shown that if the expansion coe@cients are raised to any positive integer power, the resulting series converges to a bivariate density. An expression for the resulting density is given. This change in the coeficient sequence is shown to be related to the Chapman-Kolmogorov equation. Some second-moment properties of the Markov sequence are then derived. Also, some bandwidth properties of related pulse trains are considered.

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