Markov processes and exponential families on a finite set
β Scribed by Bernard Ycart
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 425 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
Exponential families of stochastic processes in discrete and continuous time are considered, where the underlying observed process is Markovian under the dominating measure. It is shown that the observed process is Markovian under the other probability measures in the exponential family if and only
We present a conjecture, with some supporting results, concerning the maximum size of a family of subsets satisfying the following conditions: the intersection of any two members of the family has cardinal@ at least s, and the intersection of the complements of any two members has cardinal@ at least