Realization of Stochastic Systems
Arbib, Michael
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 927-933 / Harvested from Project Euclid
Heller has given necessary and sufficient conditions that a stochastic process be induced from a Markov chain. We consider a process induced by a Markov chain to be a probabilistic finite automaton with one input. With each state of a probabilistic finite automaton, we may associate a function $p(u \mid v)$, which tells us the probability that, if we apply the input sequence $v$ to the machine started in the state, we should observe output sequence $u$. We give a necessary and sufficient condition that a function $p(u \mid v)$ be realizable as much as input-output function. Finally, we show Heller's result is extended by our condition.
Publié le : 1967-06-14
Classification: 
@article{1177698889,
     author = {Arbib, Michael},
     title = {Realization of Stochastic Systems},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 927-933},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698889}
}
Arbib, Michael. Realization of Stochastic Systems. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  927-933. http://gdmltest.u-ga.fr/item/1177698889/