Long-range dependence of Markov chains in discrete time on countable state space
When {Xn} is an irreducible, stationary, aperiodic Markov chain on the countable state space X = {i, j,…}, the study of long-range dependence of any square integrable functional {Yn} := {yXn} of the chain, for any real-valued function {yi: i ∈ X}, involves in an essential manner the functions Qijn =...
Saved in:
Main Authors: | Carpio, Kristine Joy E., Daley, D. J. |
---|---|
格式: | text |
出版: |
Animo Repository
2007
|
主題: | |
在線閱讀: | https://animorepository.dlsu.edu.ph/faculty_research/13442 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
機構: | De La Salle University |
相似書籍
-
Long range dependence of continuous-time Markov chains on a countable state space
由: Carpio, Kristine Joy E.
出版: (2008) -
Long-range dependence of positive Harris chains
由: Carpio, Kristine Joy E.
出版: (2007) -
Markov chains and applications to management
由: Chua, R. S.
出版: (1979) -
Applications of graph theory in Markov chain
由: Adriano, Jose Roberto A., et al.
出版: (1991) -
Deeper Inside Finite-state Markov chains
由: Le, Trung Kien, et al.
出版: (2017)