Markoff-Ketten bei sich füllenden Löchern im Zustandsraum
Hermann Rost (1971)
Annales de l'institut Fourier
Similarity:
Given a substochastic kernel from a measurable space into itself one considers for a pair of finite measures on the following sequences: This paper deals with conditions for , or to hold. As an application a characterization of those measures is given which may occur in a -Markov chain with state space , having as its initial law, as distribution of where is a suitable stopping time.