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A Continuity Criterion for One Class of Markov Processes

✍ Scribed by Bendikov, A. D.


Book ID
118225724
Publisher
Society for Industrial and Applied Mathematics
Year
1976
Tongue
English
Weight
307 KB
Volume
21
Category
Article
ISSN
0040-585X

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A class of stationary Markov processes
✍ K. Jayakumar; R.N. Pillai πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 392 KB

A general Markov process with innovation is introduced and its properties are studied. Based on the structure of this process, one can develop an), autoregrsssive process of first order minification structure as a special case of this. A necessary and suificient condition for the general autoregress