Accession Number : AD0657176

Title :   FUNCTIONS OF PROCESSES WITH MARKOVIAN STATES.

Descriptive Note : Technical rept.,

Corporate Author : MICHIGAN STATE UNIV EAST LANSING DEPT OF STATISTICS

Personal Author(s) : Fox,Martin ; Rubin,Herman

Report Date : 21 AUG 1967

Pagination or Media Count : 17

Abstract : Given a process (Yn), let epsilon be a state of finite rank. An example is given in which Yn = f(Xn), (Xn) is countable state, stationary, Markov, (Yn) is stationary with one state each of ranks 1 and 3, yet it is impossible to take (Xn) to be finite state Markov. In general it is proved that Yn = f(Xn) where epsilon = f(epsilon i) (i = 1,2,...), delta = f(delta) for delta not equal to epsilon and the epsilon i are Markovian states. If epsilon has rank 2 it is proved that two states suffice and that the rank of delta not equal to epsilon in (Xn) is the same as in (Yn). Finally, it is proved that if epsilon has rank 2 and (Yn) is stationary, (Xn) is stationary. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEOREMS), STATISTICAL PROCESSES, PROBABILITY, CLOUD COVER, MATHEMATICAL MODELS, MATRICES(MATHEMATICS)

Subject Categories : Meteorology
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE