On the asymptotic behaviour of some Markov processes
Mehdi Mouline, Bùi Liêu (1970)
Studia Mathematica
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Displaying similar documents to “Some informational properties of Markov pure-jump processes”
On the asymptotic behaviour of some Markov processes
On estimating the memory for finitarily markovian processes
Gusztáv Morvai, Benjamin Weiss (2007)
Annales de l'I.H.P. Probabilités et statistiques
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The failure rate in reliability: Approximations and bounds.
Cocozza-Thivent, Christiane, Kalashnikov, Vladimir (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Stationary Markov sets
Michael I. Taksar (1987)
Séminaire de probabilités de Strasbourg
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Multiplicative excessive measures and duality between equations of Boltzmann and of branching processes
Masao Nagasawa (1975)
Séminaire de probabilités de Strasbourg
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Loop-free Markov chains as determinantal point processes
Alexei Borodin (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.
Epsilon-independence between two processes
Tomasz Downarowicz, Paulina Grzegorek (2008)
Studia Mathematica
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We study the notion of ε-independence of a process on finitely (or countably) many states and that of ε-independence between two processes defined on the same measure preserving transformation. For that we use the language of entropy. First we demonstrate that if a process is ε-independent then its ε-independence from another process can be verified using a simplified condition. The main direction of our study is to find natural examples of ε-independence. In case of ε-independence of...
Extended piecewise Markov processes in continuous time
Maria Jankiewicz (1978)
Applicationes Mathematicae
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Ergodic control of partially observed Markov processes with equivalent transition probabilities
Łukasz Stettner (1993)
Applicationes Mathematicae
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Optimal control with long run average cost functional of a partially observed Markov process is considered. Under the assumption that the transition probabilities are equivalent, the existence of the solution to the Bellman equation is shown, with the use of which optimal strategies are constructed.