Homogeneity and the Strong Markov Property.

Abstract

The strong Markov property of a process X at a stopping time tau may be split into a conditional independence part (CI) and a homogeneity part (H). However, it turns out that (H) often implies at least some version of (CI). In the present paper, we shall assume that (H) holds on the set (X is a member of B) , for all stopping times tau such that X is a member of F a.s., where F is a closed recurrent subset of the state space S, while B is a proper subset of F. If F=S, then (CI) will hold on (X is a member of B) for every stopping time tau, so in this case X is regenerative in B. In the general case, the same statement is conditionally true in a suitable sense, given some shift invariant delta-field. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1985
Accession Number
ADA166221

Entities

People

  • Olav Kallenberg

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Classification
  • Homogeneity
  • Markov Chains
  • Markov Processes
  • Mathematics
  • North Carolina
  • Notation
  • Probability
  • Random Variables
  • Scientific Research
  • Security
  • Sequences
  • Statistics
  • Stochastic Processes
  • Theorems
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space