Markov Property of Generalized Fields and Axiomatic Potential Theory.
Michael Röckner (1983)
Mathematische Annalen
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Michael Röckner (1983)
Mathematische Annalen
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Manfred v. Golitschek (1989)
Banach Center Publications
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P.J. Fitzsimmons, R.K. Getoor (1988)
Mathematische Annalen
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Zbyněk Šidák (1976)
Aplikace matematiky
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Laurent Mazliak (2007)
Revue d'histoire des mathématiques
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We present the letters sent by Wolfgang Doeblin to Bohuslav Hostinský between 1936 and 1938. They concern some aspects of the general theory of Markov chains and the solutions of the Chapman-Kolmogorov equation that Doeblin was then establishing for his PhD thesis.
Robert Atalla, Robert Sine (1976)
Mathematische Annalen
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Mirosław Baran (1994)
Annales Polonici Mathematici
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The main result of this paper is the following: if a compact subset E of is UPC in the direction of a vector then E has the Markov property in the direction of v. We present a method which permits us to generalize as well as to improve an earlier result of Pawłucki and Pleśniak [PP1].
Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
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O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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W. Pleśniak (1990)
Annales Polonici Mathematici
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Jeffrey J. Hunter (2016)
Special Matrices
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This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...