Markov properties of a Markov process
β Scribed by R. K. Getoor; M. J. Sharpe
- Publisher
- Springer
- Year
- 1981
- Tongue
- English
- Weight
- 965 KB
- Volume
- 55
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
A point process .A~ on R+ can be represented by the associated counting process (it; teR+) or by the associated sequence of jump times (%; n~Z+) and in accordance may possess two types of Markov property. The present paper first clarifies their mutual dependence, leading in particular to the notion
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 (
In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.