SOME FURTHER RESULTS ON FUNCTIONS OF MARKOV PROCESSES

Abstract

An attempt is made to determine to what extent the validity of the Chapman-Kolmogorov equations implies that a process is Markovian. Results are given directly in terms of functions of Markov processes (chains), and not in terms of the Chapman-Kolmogorov equations and their implication. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1960
Accession Number
AD0259270

Entities

People

  • J. Hachigian
  • M. Rosenblatt

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Differential Equations
  • Equations
  • Kolmogorov Equations
  • Markov Processes
  • Mathematics
  • Probability

Fields of Study

  • Mathematics

Readers

  • Statistical inference.