An Application of Skew Product Maps to Markov Chains

• Autorzy: Zbigniew S. Kowalski
• Języki publikacji: EN

Abstrakty

EN

By using the skew product definition of a Markov chain we obtain the following results:
(a) Every k-step Markov chain is a quasi-Markovian process.
(b) Every piecewise linear map with a Markovian partition defines a Markov chain for every absolutely continuous invariant measure.
(c) Satisfying the Chapman-Kolmogorov equation is not sufficient for a process to be quasi-Markovian.

Kategorie tematyczne

• 37A05: Measure-preserving transformations
• 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Bulletin of the Polish Academy of Sciences. Mathematics
• Rocznik: 2007
• Tom: 55
• Numer: 1
• Strony: 35-41

Daty

wydano

2007

Twórcy

autor

Zbigniew S. Kowalski

• Institute of Mathematics and Informatics, Wrocław University of Technology, Wybrzeże St. Wyspiańskiego 27, 50-370 Wrocław, Poland

Identyfikatory

DOI

10.4064/ba55-1-4