Determining the time scale of a Markov chain
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- by David A. Freedman
- Proc. Amer. Math. Soc. 15 (1964), 87-90
- DOI: https://doi.org/10.1090/S0002-9939-1964-0158435-9
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References
- Kai Lai Chung, Markov chains with stationary transition probabilities, Die Grundlehren der mathematischen Wissenschaften, Band 104, Springer-Verlag, Berlin-Göttingen-Heidelberg, 1960. MR 0116388
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
- Paul Lévy, Processus markoviens et stationnaires. Cas dénombrable, Ann. Inst. H. Poincaré 16 (1958), 7–25 (French). MR 101558
- Edward Nelson, Regular probability measures on function space, Ann. of Math. (2) 69 (1959), 630–643. MR 105743, DOI 10.2307/1970027
Bibliographic Information
- © Copyright 1964 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 15 (1964), 87-90
- MSC: Primary 60.65
- DOI: https://doi.org/10.1090/S0002-9939-1964-0158435-9
- MathSciNet review: 0158435