Geometrical aspects of the theory of non-homogeneous Markov chains
1975 ◽
Vol 77
(1)
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pp. 171-183
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Keyword(s):
AbstractA geometrical representation of the transition matrices of a non-homogeneous chain with N states, in terms of certain convex subsets of , is used to describe aspects of the chain. For example, an important theorem of Cohn on the structure of the tail σ-field is a simple corollary. The embedding problem is shown to be entirely geometrical in character. The representation extends to Markov processes on quite general state spaces, and the tail is then represented by the projective limit of these convex sets.
Keyword(s):
Keyword(s):
1975 ◽
Vol 12
(04)
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pp. 744-752
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1978 ◽
Vol 82
(1)
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pp. 191-203
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1978 ◽
Vol 19
(2)
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pp. 283-294
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Keyword(s):
1978 ◽
Vol 84
(1)
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pp. 277-300
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