𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A strong Markov property for set-indexed processes

✍ Scribed by R.M. Balan


Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
114 KB
Volume
53
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis


We introduce adapted sets and optional sets and we study a type of strong Markov property for set-indexed processes that can be associated with the sharp Markov property deΓΏned by Ivano and Merzbach (


πŸ“œ SIMILAR VOLUMES


A note on Poisson approximation of resca
✍ I.S Borisov πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 65 KB

The total variation distance is estimated between distributions of the so-called rescaled empirical process and a Poisson point process which are indexed by the all Borel subsets of a bounded Borel set in R k :