The Markov chain associated to a Pick function

被引：0

作者：

Gérard Letac

Dhafer Malouche

机构：

[1] Laboratoire de Statistique et Probabilités,

[2] 118,undefined

[3] Route de Narbonne,undefined

[4] 31062 Toulouse Cedex,undefined

[5] France. e-mail: letac@cict.fr,undefined

来源：

Probability Theory and Related Fields | 2000年 / 118卷

关键词：

Markov Chain; Lebesgue Measure; Integral Representation; Compact Support; Half Plane;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

To each function ϕ˜(ω) mapping the upper complex half plane ?+ into itself such that the coefficient of ω in the Nevanlinna integral representation is one, we associate the kernel p(y, dx) of a Markov chain on ℝ by

引用

页码：439 / 454

页数：15