We proceed to develop the continuous parameter analogue of the theory of taboo probabilities given in § I.9. While the intuitive content is easily seen the formal details must be treated with caution and the main result (Theorem 8 below) depends essentially on the strong Markov property discussed in § 9 and its consequences given in Theorems 6 and 7 here. Some interesting properties of an instantaneous state are obtained as by-product which will perhaps play a role in a further study.


Transition Matrix Instantaneous State Continuous Parameter Sample Function Stationary Transition Probability 
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.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag OHG. Berlin · Göttingen · Heidelberg 1960

Authors and Affiliations

  • Kai Lai Chung
    • 1
  1. 1.Syracuse UniversityUSA

Personalised recommendations