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This article is cited in 3 scientific papers (total in 3 papers)
Markov intervention of chance, and limit theorems
V. M. Shurenkov
Abstract:
This article concerns properties of random processes $\mathfrak z_t$ ($t\geqslant0$) for which a Markov intervention time exists, i.e., a nonnegative random variable $\mathfrak w$ such that for a particular value of $\mathfrak z_{\mathfrak w}$ the collections $\{\mathfrak z_t\ (0\leqslant t<\mathfrak w)\}$ and $\{\mathfrak z_{t+\mathfrak w}\ (t\geqslant0)\}$ are conditionally independent, and the conditional distributions of $\{\mathfrak z_{t+\mathfrak w}\ (t\geqslant0)\}$ (under the condition $\mathfrak z_{\mathfrak w}=x$) and
$\{\mathfrak z_t\ (t\geqslant0)\}$ (under the condition $\mathfrak z_0=x$) coincide. Such random processes generalize Markov and semi-Markov processes.
Bibliography: 10 titles.
Received: 27.04.1983
Citation:
V. M. Shurenkov, “Markov intervention of chance, and limit theorems”, Mat. Sb. (N.S.), 126(168):2 (1985), 172–193; Math. USSR-Sb., 54:1 (1986), 161–183
Linking options:
https://www.mathnet.ru/eng/sm1933https://doi.org/10.1070/SM1986v054n01ABEH002966 https://www.mathnet.ru/eng/sm/v168/i2/p172
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Abstract page: | 251 | Russian version PDF: | 109 | English version PDF: | 5 | References: | 43 |
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