Long-range dependence of Markov chains in discrete time on countable state space

• Main Authors: Carpio, Kristine Joy E., Daley, D. J.
• Format: text
• Published: Animo Repository 2007
• Subjects: Markov processes; Mathematics
• Online Access: https://animorepository.dlsu.edu.ph/faculty_research/13442
• Institution: De La Salle University

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 =...