Change of time scale for Markov processes

Author:
Steven Orey

Journal:
Trans. Amer. Math. Soc. **99** (1961), 384-397

MSC:
Primary 60.60

DOI:
https://doi.org/10.1090/S0002-9947-1961-0145586-X

MathSciNet review:
0145586

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References | Similar Articles | Additional Information

**[1]**P. M. Anselone,*Ergodic theorems for discrete semi-Markov processes*, Duke Math. J. vol. 27 (1960) pp. 33-40. MR**0121837 (22:12567)****[2]**D. Blackwell,*A renewal theorem*, Duke Math. J. vol. 15 (1948) pp. 145-151. MR**0024093 (9:452a)****[3]**J. L. Doob,*Asymptotic properties of Markoff transition probabilities*, Trans. Amer. Math. Soc. vol. 63 (1948) pp. 293-321. MR**0025097 (9:598c)****[4]**-,*Renewal theory from the point of view of the theory of probability*, Trans. Amer. Math. Soc. vol. 63 (1948) pp. 422-438. MR**0025098 (9:598d)****[5]**T. E. Harris,*The existence of stationary measures for certain Markov processes*, Third Berkeley Symposium on Mathematical Statistics and Probability, Vol. III, Berkeley, 1956, pp. 113-124. MR**0084889 (18:941d)****[6]**E. Hopf,*Ergodentheorie*, Berlin, Julius Springer, 1937.**[7]**S. Orey,*Recurrent Markov chains*, Pacific J. Math. vol. 9 (1959) pp. 805-827. MR**0125632 (23:A2931)**

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DOI:
https://doi.org/10.1090/S0002-9947-1961-0145586-X

Article copyright:
© Copyright 1961
American Mathematical Society