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Transformations of a Markov chain

Published online by Cambridge University Press:  01 July 2016

R. Syski
R. Syski*
Affiliation:
University of Maryland
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Abstract

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Type
II. Contributed Papers
Information
Advances in Applied Probability , Volume 10 , Issue 2 , June 1978 , pp. 298 - 299
Copyright
Copyright © Applied Probability Trust 1978 

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References

[1] Blumenthal, R. M. and Getoor, R. K. (1968) Markov Processes and Potential Theory. Academic Press, New York.Google Scholar
[2] Chung, K. L. (1967) Markov Chains with Stationary Transition Probabilities. Springer-Verlag, Berlin.Google Scholar
[3] Cohen, J. W. (1962) Derived Markov chains. Nederl. Akad. Wetensch. Proc. Ser. A 65, 55–92.Google Scholar
[4] Dynkin, E. B. (1965) Markov Processes. Springer-Verlag, Berlin.Google Scholar
[5] Feller, W. (1966) An Introduction to Probability Theory and its Applications, Vol. 2. Wiley, New York.Google Scholar
[6] Kingman, J. F. C. (1963) Poisson counts for random sequences of events. Ann. Math. Statist. 34, 1217–1232.Google Scholar
[7] Meyer, P. A. (1966) Probability and Potentials. Blaisdell, New York.Google Scholar
[8] Rolin, J. M. (1975) The inverse of a continuous additive functional. Pacific J. Math. 58, 585–604.Google Scholar
[9] Syski, R. (1977) Perturbation models. Stoch. Proc. Appl. 5, 93–129.Google Scholar