Abstract
We consider transformations of Markov functionals by means of an additional component. An explanation is given for the behavior of Markov functionals before and after a transformation.
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D. Alimov, “Three examples of Markov functionals,” Ukr. Mat. Zh.,44, No. 3, 299–304 (1992).
D. Alimov, “Law of big numbers for Markov functionals,” Dokl. Akad. Nauk Ukr. SSR, No. 4, 27–29 (1991).
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D. Alimov, “Some remarks on the artificial regeneration,” in: Stochastic Equations and Limit Theorems [in Russian], Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev (1991).
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 4, pp. 460–467, April, 1992.
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Alimov, D. Transformations of Markov functionals. Ukr Math J 44, 402–408 (1992). https://doi.org/10.1007/BF01064872
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DOI: https://doi.org/10.1007/BF01064872