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Composable Markov processes

Published online by Cambridge University Press:  14 July 2016

Tore Schweder*
Affiliation:
University of Oslo

Extract

Many phenomena studied in the social sciences and elsewhere are complexes of more or less independent characteristics which develop simultaneously. Such phenomena may often be realistically described by time-continuous finite Markov processes. In order to define such a model which will take care of all the relevant a priori information, there ought to be a way of defining a Markov process as a vector of components representing the various characteristics constituting the phenomenon such that the dependences between the characteristics are represented by explicit requirements on the Markov process, preferably on its infinitesimal generator.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1970 

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References

Dynkin, E. B. (1965) Markov Processes. Springer Verlag.Google Scholar
Khintchine, A. Y. (1960) Mathematical Methods in the Theory of Queuing. Griffin, London.Google Scholar