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Two-Sided Time-Homogeneous Markov Processes

  • Bruce W. Atkinson
Part of the Progress in Probability and Statistics book series (PRPR, volume 9)

Abstract

The purpose of this paper is to discuss conditions under which it is possible to construct a Markov process indexed by IR with random times of birth and death and which is time-homogeneous in both directions.

Keywords

Markov Process Path Space Weak Duality Loose Sense Nonzero Diagonal Entry 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    B.W. Atkinson. “Two-sided Markov chains.” Preprint (1984).Google Scholar
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    K.L. Chung and J.B. Walsh. “To reverse a Markov process.” Acta. Math. 123, 225–251 (1969).MathSciNetMATHCrossRefGoogle Scholar
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    S.E. KUZNETSOV. “Construction of Markov processes with random times of birth and death.” Th. Prob. Appl. 18, 571–575 (1973).MATHCrossRefGoogle Scholar
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    J.B. MITRO. “Dual Markov processes: Construction of a useful auxiliary process.“ Z. Währ. verb). Geb. 47, 139–156 (1979).MathSciNetMATHCrossRefGoogle Scholar
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Copyright information

© Birkhäuser Boston, Inc. 1986

Authors and Affiliations

  • Bruce W. Atkinson
    • 1
  1. 1.Department of MathematicsUniversity of FloridaGainesvilleUSA

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