Accession Number : AD0264967

Title :   FUNCTIONS OF REVERSIBLE MARKOV PROCESSES THAT ARE MARKOVIAN

Corporate Author : BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s) : HACHIGIAN,J. ; ROSENBLATT,M.

Report Date : SEP 1961

Pagination or Media Count : 1

Abstract : A number of results obtained by C. J. Burke and M. Rosenblatt (Ann. Math. Stat. 29:1112-1122, 1958) on conditions under which functions of Markov processes are Markovian are extended. Only finite state Markov chains were considered under the following conditions: either (a) the chain is stationary and reversible, or (b) the chain has a stationary transition mechanism with continuous time parameter and any initial distribution is allowed. In both these contexts, under appropriate conditions, if the transition probabilities of the collapsed chain satisfy the Chapman-Kolmogorov equation, the collapsed chain must be Markovian. (Author)

Descriptors :   *FUNCTIONS(MATHEMATICS), *PROBABILITY, *STATISTICAL PROCESSES, DIFFERENTIAL EQUATIONS, NUMERICAL INTEGRATION, MATRICES(MATHEMATICS), MEASURE THEORY, POLYNOMIALS

Distribution Statement : APPROVED FOR PUBLIC RELEASE