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Integral representations for Markov transition probabilities
Author(s):
David G.
Kendall
Journal:
Bull. Amer. Math. Soc.
64
(1958),
358-362.
MathSciNet review:
0126880
Retrieve article in:
PDF
References |
Additional information
References:
- 1.
- M. Kac, Random walk and the theory of the Brownian motion, Amer. Math. Monthly vol. 54 (1947) pp. 369-391. MR 21262
- 2.
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- 3.
- D. G. Kendall, Unitary dilations of Markov transition operators, and the corresponding integral representations for transition-probability matrices, to appear in the volume Surveys in probability and statistics dedicated to Harald Cramér (edited by U. Grenander), Stockholm, Almqvist and Wiksell. MR 116389
- 4.
- D. G. Kendall, Unitary dilations of one-parameter semigroups of Markov transition operators, and the corresponding integral representations for Markov processes with a countable infinity of states, to appear. MR 116390
- 5.
- D. G. Kendall, Geometric ergodicity in the theory of queues, to appear.
- 6.
- A. N. Kolmogorov, Zur Theorie der Markoffschen Ketten, Math. Ann. vol. 112 (1936) pp. 155-160. MR 1513044
- 7.
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- 8.
- E. Reich, Waiting times when queues are in tandem, Ann. Math. Statist. vol. 28 (1957) pp. 768-773. MR 93060
- 9.
- B. Sz.-Nagy, Prolongements des transformations de l'espace de Hilbert qui sortent de cet espace, Appendix, 1955, to F. Riesz and B. Sz.-Nagy, Leçons d'analyse fonctionnelle, Budapest, 1952.
Additional Information:
DOI:
10.1090/S0002-9904-1958-10230-X
PII:
S 0002-9904(1958)10230-X
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