Some Properties of an Algebraic Representation of Stochastic Processes

Holland, Paul W.

Ann. Math. Statist., Tome 39 (1968) no. 6, p. 164-170 / Harvested from Project Euclid

Résumé

Heller's (1965) concept of a stochastic module is examined with the purpose of seeing what are the algebraic implications of various probabilistic properties of discrete time, finite state processes. $k$th order Markovity, recurrence, stationarity, and ergodicity are given characterizations in terms of the stochastic module.

Publié le : 1968-02-14
Classification:

@article{1177698514,
     author = {Holland, Paul W.},
     title = {Some Properties of an Algebraic Representation of Stochastic Processes},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 164-170},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698514}
}

Holland, Paul W. Some Properties of an Algebraic Representation of Stochastic Processes. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  164-170. http://gdmltest.u-ga.fr/item/1177698514/