Derived stochastic processes

A. J. Stam

Compositio Mathematica (1965-1966)

  • Volume: 17, page 102-140
  • ISSN: 0010-437X

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Stam, A. J.. "Derived stochastic processes." Compositio Mathematica 17 (1965-1966): 102-140. <http://eudml.org/doc/88907>.

@article{Stam1965-1966,
author = {Stam, A. J.},
journal = {Compositio Mathematica},
keywords = {probability theory},
language = {eng},
pages = {102-140},
publisher = {Kraus Reprint},
title = {Derived stochastic processes},
url = {http://eudml.org/doc/88907},
volume = {17},
year = {1965-1966},
}

TY - JOUR
AU - Stam, A. J.
TI - Derived stochastic processes
JO - Compositio Mathematica
PY - 1965-1966
PB - Kraus Reprint
VL - 17
SP - 102
EP - 140
LA - eng
KW - probability theory
UR - http://eudml.org/doc/88907
ER -

References

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  1. S. Bochner, [1] Harmonic Analysis and the Theory of Probability. Univ. of California Press, 1955. Zbl0068.11702MR72370
  2. K.L. Chung and C. Derman, [2] Non-recurrent random walks. Pac. Journ. of Math.6 (1956), 441-447. Zbl0072.35301MR81587
  3. J.W. Cohen, [3] Derived Markov Chains. Proc. Kon. Ned. Ak. van Wetensch. A65 (1962), 55-92 (Indag. Math.24). Zbl0103.36401MR149544
  4. J.W. Cohen, [4] On derived and nonstationary Markov chains. Theory of Probability and its Applications (Moscow), VII (1962), 410-432. Zbl0143.19901MR143255
  5. J.W. Cohen, [5] Applications of derived Markov chains in queueing theory. Report Mathematical Institute, Techn. Univ.Delft. 1961. 
  6. J.L. Doob, [6] Stochastic Processes. Wiley, 1953. Zbl0053.26802MR58896
  7. P.R. Halmos, [7] Measure Theory. Van Nostrand, 1950. Zbl0040.16802MR33869
  8. E. Hille and R.S. Phillips, [8] Functional Analysis and Semigroups. Amer. Math. Soc. Colloquium PublicationsXXXI. Zbl0078.10004
  9. M. Loève, Probability Theory, Sec. Ed. Van Nostrand, 1960. Zbl0095.12201MR123342
  10. R.S. Phillips, [10] On the generation of semigroups of linear operators. Pac. Journ. of Math.2 (1952), 343-369. Zbl0047.11004MR50797
  11. A.J. Stam, [11] On defining derived processes, I, II. Reports of the Mathematical Institute, Technological UniversityDelft, Oct., Dec. 1961. 
  12. A.J. Stam, [12] On the Q-matrix of a derived Markov chain. Proc. Kon. Ned. Ak. van Wetensch.A65 (1962) 576-582. (Indag. Math. 24). Zbl0115.13703MR149542
  13. V.M. Zolotarev, [13] Mellin-Stieltjes transformations in the theory of probability. Theory of Probability and its Applications, 2 (1957), 433-460. Zbl0084.14103MR108843
  14. V.M. Zolotarev, [14] Distribution of the superposition of infinitely divisible processes. Theory of Probability and its Applications, 3 (1958), 185-188. Zbl0087.33302MR123355

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