Isomorphism theorems for Markov chains

被引：0

作者：

Eisenbaum, N ^{[1
]}

机构：

[1] Univ Paris 06, CNRS UMR 7599, Probabil Lab, F-75252 Paris 05, France

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2004年 / 110卷 / 02期

关键词：

Markov chains; Gaussian processes; local times;

D O I：

10.1016/j.spa.2003.09.013

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The isomorphism, theorem of Dynkin is definitely an important tool to investigate the problems raised in terms of local times of Markov processes. This theorem concerns continuous time Markov processes. We give here an equivalent version for Markov chains. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：247 / 258

页数：12

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