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An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes

Part of: Markov processes Inference from stochastic processes

Published online by Cambridge University Press:  14 July 2016

R. P. Littlejohn
R. P. Littlejohn*
Affiliation:
MAF Technology
*
∗ Postal address: MAF Technology, Invermay Agricultural Centre, Private Bag, Mosgiel, New Zealand.
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Abstract

A simple operation is described which inverts Bernoulli multiplication. It is used to define two classes of stationary reversible Markov processes with general marginal distribution. These are compared to the DAR(1) process of Jacobs and Lewis (1978). LJAR(1) is used to model ovulation rate time series.

Keywords

INVERSEREVERSIBILITY

MSC classification

Primary: 60J05: Discrete-time Markov processes on general state spaces
Secondary: 62M10: Time series, auto-correlation, regression, etc.
Type
Short Communications
Information
Journal of Applied Probability , Volume 29 , Issue 1 , March 1992 , pp. 234 - 238
Copyright
Copyright © Applied Probability Trust 1992 

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References

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