Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2024 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Markov process representations of general stochastic processes
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by Dudley Paul Johnson
Proc. Amer. Math. Soc. 24 (1970), 735-738
DOI: https://doi.org/10.1090/S0002-9939-1970-0261690-0
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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.
References
  • 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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Bibliographic Information
  • © Copyright 1970 American Mathematical Society
  • 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