An Application of Skew Product Maps to Markov Chains

@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 -