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Description of a class of Markov processes “equivalent” toK-shifts

✍ Scribed by S. Martinez; E. Tirapegui


Book ID
105037304
Publisher
Springer
Year
1984
Tongue
English
Weight
643 KB
Volume
37
Category
Article
ISSN
0022-4715

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A class of stationary Markov processes
✍ K. Jayakumar; R.N. Pillai 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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