Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-25T22:31:51.407Z Has data issue: false hasContentIssue false
  • English
  • Français

Heredity of stationary and reversible stochastic processes

Published online by Cambridge University Press:  01 July 2016

Richard F. Serfozo
Richard F. Serfozo*
Affiliation:
Georgia Institute of Technology
*
∗Postal address: School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332–0205, USA.
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

When a stochastic process (a random measure, set, field, etc. on a group) is stationary, ergodic, or reversible, then certain functions of this process inherit these properties. We present sufficient conditions for this inheritance.

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 18 , Issue 2 , June 1986 , pp. 574 - 576
Copyright
Copyright © Applied Probability Trust 1986 

Footnotes

This research was supported in part by grant AFOSR–84–0367.

References

Breiman, L. (1968) Probability. Addison-Wesley, Reading, Mass.Google Scholar
Kelly, F. P. (1979) Reversibility and Stochastic Networks. Wiley, New York.Google Scholar