A Characterisation of a Class of Functions of Finite Markov Chains

Dharmadhikari, S. W.

Ann. Math. Statist., Tome 36 (1965) no. 6, p. 524-528 / Harvested from Project Euclid

Résumé

In a previous paper ([2], Theorem 3.1) this author has given some sufficient conditions for a stationary process to be a function of a finite Markov chain. Suppose $\mathscr{F}$ denotes the class of functions which satisfy these conditions. In this paper we give a characterisation of $\mathscr{F}$. Using this characterisation $\mathscr{F}$ is shown to be wider than the class of regular functions of finite Markov chains.

Publié le : 1965-04-14
Classification:

@article{1177700162,
     author = {Dharmadhikari, S. W.},
     title = {A Characterisation of a Class of Functions of Finite Markov Chains},
     journal = {Ann. Math. Statist.},
     volume = {36},
     number = {6},
     year = {1965},
     pages = { 524-528},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177700162}
}

Dharmadhikari, S. W. A Characterisation of a Class of Functions of Finite Markov Chains. Ann. Math. Statist., Tome 36 (1965) no. 6, pp.  524-528. http://gdmltest.u-ga.fr/item/1177700162/