An Application of Skew Product Maps to Markov Chains
Bulletin of the Polish Academy of Sciences. Mathematics (2007)
- Volume: 55, Issue: 1, page 35-41
- ISSN: 0239-7269
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topZbigniew S. Kowalski. "An Application of Skew Product Maps to Markov Chains." Bulletin of the Polish Academy of Sciences. Mathematics 55.1 (2007): 35-41. <http://eudml.org/doc/280946>.
@article{ZbigniewS2007,
abstract = {
By using the skew product definition of a Markov chain we obtain the following results:
(a) Every k-step Markov chain is a quasi-Markovian process.
(b) Every piecewise linear map with a Markovian partition defines a Markov chain for every absolutely continuous invariant measure.
(c) Satisfying the Chapman-Kolmogorov equation is not sufficient for a process to be quasi-Markovian.
},
author = {Zbigniew S. Kowalski},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
keywords = {skew product; Markov chain; quasi-Markovian process},
language = {eng},
number = {1},
pages = {35-41},
title = {An Application of Skew Product Maps to Markov Chains},
url = {http://eudml.org/doc/280946},
volume = {55},
year = {2007},
}
TY - JOUR
AU - Zbigniew S. Kowalski
TI - An Application of Skew Product Maps to Markov Chains
JO - Bulletin of the Polish Academy of Sciences. Mathematics
PY - 2007
VL - 55
IS - 1
SP - 35
EP - 41
AB -
By using the skew product definition of a Markov chain we obtain the following results:
(a) Every k-step Markov chain is a quasi-Markovian process.
(b) Every piecewise linear map with a Markovian partition defines a Markov chain for every absolutely continuous invariant measure.
(c) Satisfying the Chapman-Kolmogorov equation is not sufficient for a process to be quasi-Markovian.
LA - eng
KW - skew product; Markov chain; quasi-Markovian process
UR - http://eudml.org/doc/280946
ER -
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