FUNCTIONS OF REVERSIBLE MARKOV PROCESSES THAT ARE MARKOVIAN

Abstract

A number of results obtained by C. J. Burke and M. Rosenblatt (Ann. Math. Stat. 29:1112-1122, 1958) on conditions under which functions of Markov processes are Markovian are extended. Only finite state Markov chains were considered under the following conditions: either (a) the chain is stationary and reversible, or (b) the chain has a stationary transition mechanism with continuous time parameter and any initial distribution is allowed. In both these contexts, under appropriate conditions, if the transition probabilities of the collapsed chain satisfy the Chapman-Kolmogorov equation, the collapsed chain must be Markovian. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1961
Accession Number
AD0264967

Entities

People

  • J. Hachigian
  • M. Rosenblatt

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Equations
  • Kolmogorov Equations
  • Markov Chains
  • Markov Processes
  • Probability
  • Random Variables
  • Reversible
  • Stationary
  • Stochastic Processes
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Fluid Mechanics and Fluid Dynamics.
  • Statistical inference.