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Teoriya Veroyatnostei i ee Primeneniya, 1966, Volume 11, Issue 2, Pages 260–282
(Mi tvp623)
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This article is cited in 2 scientific papers (total in 2 papers)
Markov processes with majorized hitting probabilities
M. G. Shur Moscow
Abstract:
We investigate the correspondence between two Markov processes one of which has its hitting probabilities majorizing those of the other process. The latter is proved under certain assumptions to be stochastically equivalent to a process which can be constructed by means of a random time change in some subprocess of the former process.
Received: 16.02.1965
Citation:
M. G. Shur, “Markov processes with majorized hitting probabilities”, Teor. Veroyatnost. i Primenen., 11:2 (1966), 260–282; Theory Probab. Appl., 11:2 (1966), 229–248
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https://www.mathnet.ru/eng/tvp623 https://www.mathnet.ru/eng/tvp/v11/i2/p260
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Abstract page: | 190 | Full-text PDF : | 104 |
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