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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 4, Pages 738–743
(Mi tvp427)
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This article is cited in 8 scientific papers (total in 8 papers)
Short Communications
On Markov Random Sets
N. V. Krylova, A. A. Yuškevičb a Moscow
b Moscow
Abstract:
A Markov random set is a time-homogeneous random closed set on the half-line $t\geqq 0$, satisfying the Markov property of independence between the future and the past when the present is known. Such sets are introduced as a special class of Markov processes. They may be described by a non-increasing right-continuous positive function $g(x)$, $x>0$, integrable near 0 and a non-negative number $\alpha$, determined up to an arbitrary positive constant factor. If $y(t)$ is a continuous strong Markov process, the $t$-set $\{y(t)=\mathrm{const}\}$ is a Markov random set. The most interesting Markov sets are obtained by simple transformations from the Brownien motion process.
Received: 15.01.1964
Citation:
N. V. Krylov, A. A. Yuškevič, “On Markov Random Sets”, Teor. Veroyatnost. i Primenen., 9:4 (1964), 738–743; Theory Probab. Appl., 9:4 (1964), 666–670
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https://www.mathnet.ru/eng/tvp427 https://www.mathnet.ru/eng/tvp/v9/i4/p738
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Abstract page: | 302 | Full-text PDF : | 105 | First page: | 2 |
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