Markov process representations of general stochastic processes
Author:
Dudley Paul Johnson
Journal:
Proc. Amer. Math. Soc. 24 (1970), 735-738
MSC:
Primary 60.62
DOI:
https://doi.org/10.1090/S0002-9939-1970-0261690-0
MathSciNet review:
0261690
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Abstract | References | Similar Articles | Additional Information
Abstract: In this paper we show that any separable stochastic process on a compact metric space can be derived from a temporally homogeneous Markov process on the extreme points of a compact convex set of measures.
- Nelson Dunford and Jacob T. Schwartz, Linear Operators. I. General Theory, Pure and Applied Mathematics, Vol. 7, Interscience Publishers, Inc., New York; Interscience Publishers, Ltd., London, 1958. With the assistance of W. G. Bade and R. G. Bartle. MR 0117523
- Paul-A. Meyer, Probability and potentials, Blaisdell Publishing Co. Ginn and Co., Waltham, Mass.-Toronto, Ont.-London, 1966. MR 0205288
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Additional Information
Keywords:
Stochastic process,
temporally homogeneous Markov process,
extreme points,
Choquet’s Theorem
Article copyright:
© Copyright 1970
American Mathematical Society