A Markov process which gives rise to a semigroup of expansive operators
HTML articles powered by AMS MathViewer
- by T. F. Lin PDF
- Proc. Amer. Math. Soc. 54 (1976), 337-341 Request permission
Abstract:
Conditional expectation in a finite complex measure space $(M,\mathcal {B},Q)$ with $Q(M) = 1$ is studied. A Markov process which gives rise to a semigroup of expansive operators is constructed.References
- Kai Lai Chung, A course in probability theory, Harcourt, Brace & World, Inc., New York, 1968. MR 0229268
- E. B. Dynkin, Markovskie protsessy, Gosudarstv. Izdat. Fiz.-Mat. Lit., Moscow, 1963 (Russian). MR 0193670
- I. I. Gikhman and A. V. Skorokhod, Introduction to the theory of random processes, W. B. Saunders Co., Philadelphia, Pa.-London-Toronto, Ont., 1969. Translated from the Russian by Scripta Technica, Inc. MR 0247660
- K. R. Parthasarathy, Probability measures on metric spaces, Probability and Mathematical Statistics, No. 3, Academic Press, Inc., New York-London, 1967. MR 0226684
Additional Information
- © Copyright 1976 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 54 (1976), 337-341
- MSC: Primary 60J35
- DOI: https://doi.org/10.1090/S0002-9939-1976-0410951-6
- MathSciNet review: 0410951