FUNCTIONS OF MARKOV PROCESSES,

Abstract

Conditions are discussed under which the first order transition probabilities of the derived process satisfy the Chapman-Kolmogorov equation, and under which the derived process is Markovian itself.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1965
Accession Number
AD0620684

Entities

People

  • Murray Rosenblatt

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Equations
  • Kolmogorov Equations
  • Markov Processes
  • Mathematics
  • Military Research
  • Probability
  • Random Variables
  • Stochastic Processes

Fields of Study

  • Mathematics