Stopping Markov processes and first path on graphs

Aletti, Giacomo, and Merzbach, Ely. "Stopping Markov processes and first path on graphs." Journal of the European Mathematical Society 008.1 (2006): 49-75. <http://eudml.org/doc/277297>.

@article{Aletti2006,
abstract = {Given a strongly stationary Markov chain (discrete or continuous) and a finite set of stopping rules, we show a noncombinatorial method to compute the law of stopping. Several examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a noncombinatorial manner to compute the law of a first given path among a set of stopping paths.We prove the existence of a minimal Markov chain without oversized information.},
author = {Aletti, Giacomo, Merzbach, Ely},
journal = {Journal of the European Mathematical Society},
keywords = {Markov chains; stopping rules; directed graph},
language = {eng},
number = {1},
pages = {49-75},
publisher = {European Mathematical Society Publishing House},
title = {Stopping Markov processes and first path on graphs},
url = {http://eudml.org/doc/277297},
volume = {008},
year = {2006},
}

TY - JOUR
AU - Aletti, Giacomo
AU - Merzbach, Ely
TI - Stopping Markov processes and first path on graphs
JO - Journal of the European Mathematical Society
PY - 2006
PB - European Mathematical Society Publishing House
VL - 008
IS - 1
SP - 49
EP - 75
AB - Given a strongly stationary Markov chain (discrete or continuous) and a finite set of stopping rules, we show a noncombinatorial method to compute the law of stopping. Several examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a noncombinatorial manner to compute the law of a first given path among a set of stopping paths.We prove the existence of a minimal Markov chain without oversized information.
LA - eng
KW - Markov chains; stopping rules; directed graph
UR - http://eudml.org/doc/277297
ER -