
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. 29:11121122, 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 ChapmanKolmogorov 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