Geodesic
Integral representations for transition probabilities of Markov chains with a general state space
Czechoslovak Mathematical Journal, Tome 12 (1962) no. 4, pp. 492-522
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

DOI : 10.21136/CMJ.1962.100535
Classification : 60.65 
@article{10_21136_CMJ_1962_100535,
     author = {\v{S}id\'ak, Zbyn\v{e}k},
     title = {Integral representations for transition probabilities of {Markov} chains with a general state space},
     journal = {Czechoslovak Mathematical Journal},
     pages = {492--522},
     year = {1962},
     volume = {12},
     number = {4},
     doi = {10.21136/CMJ.1962.100535},
     mrnumber = {0148115},
     zbl = {0121.13105},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1962.100535/}
}
TY  - JOUR
AU  - Šidák, Zbyněk
TI  - Integral representations for transition probabilities of Markov chains with a general state space
JO  - Czechoslovak Mathematical Journal
PY  - 1962
SP  - 492
EP  - 522
VL  - 12
IS  - 4
UR  - http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1962.100535/
DO  - 10.21136/CMJ.1962.100535
LA  - en
ID  - 10_21136_CMJ_1962_100535
ER  - 
%0 Journal Article
%A Šidák, Zbyněk
%T Integral representations for transition probabilities of Markov chains with a general state space
%J Czechoslovak Mathematical Journal
%D 1962
%P 492-522
%V 12
%N 4
%U http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1962.100535/
%R 10.21136/CMJ.1962.100535
%G en
%F 10_21136_CMJ_1962_100535
Šidák, Zbyněk. Integral representations for transition probabilities of Markov chains with a general state space. Czechoslovak Mathematical Journal, Tome 12 (1962) no. 4, pp. 492-522. doi: 10.21136/CMJ.1962.100535

[1] J. L. Doob: One-parameter families of transformations. Duke Math. J. 4 (1938), 752 - 774. | DOI | MR | Zbl

[2] J. L. Doob: Stochastic processes. New York 1953. | MR | Zbl

[3] N. Dunford J. T. Schwartz: Linear operators I. Interscience Publishers, New York 1958. | MR

[4] W. Feller: Non-Markovian processes with the semigroup property. Annals of Math. Stat. 30 (1959), 1252-1253. | DOI | MR

[5] P. Halmos: Measure theory. New York 1950. | MR | Zbl

[6] T. E. Harris: The existence of stationary measures for certain Markov processes. Proc. Third Berkeley Symposium, 1956, vol. II, 113 - 124. | MR | Zbl

[7] D. G. Kendall: Integral representations for Markov transition probabilities. Bull. Amer. Math. Soc. 64 (1958), 358-362. | DOI | MR | Zbl

[8] D. G. Kendall: Unitary dilations of Markov transition operators, and the corresponding integral representations for transition-probability matrices. Probability & Statistics, The Harald Cramér Volume, New York 1959, 139-161. | MR | Zbl

[9] D. G. Kendall: Unitary dilations of one-parameter semigroups of Markov transition operators, and the corresponding integral representations for Markov processes with a countable infinity of states. Proc. London Math. Soc. (3) 9 (1959), 417 - 431. | MR | Zbl

[10] A. N. Kolmogorov: Zur Theorie der Markoffschen Ketten. Math. Ann. 112 (1936), 155 - 160. | DOI | MR

[11] H. P. Kramer: Symmetrizable Markov matrices. Annals of Math. Stat. 30 (1959), 149 - 153. | DOI | MR | Zbl

[12] S. Leader: The theory of $L^p$-spaces for finitely additive set functions. Ann. of Math. 58 (1953), 528-543. | DOI | MR

[13] E. Nelson: The adjoint Markoff process. Duke Math. J. 25 (1958), 671-690. | DOI | MR | Zbl

[14] S. Orey: Recurrent Markov chains. Pacific J. Math. 9 (1959), 805 - 827. | DOI | MR | Zbl

[15] Т. А. Сарымсаков: Основы теории процессов Маркова. Москва 1954. | Zbl

[16] В. Sz.-Nagy: Sur les contractions de l'espace de Hubert. Acta Sci. Math. Szeged 15 (1953 - 54), 87-92. | MR

[17] K. Yosida S. Kakutani: Operator theoretical treatment of Markoff's process and mean ergodic theorem. Ann. of Math. 42 (1941), 188 - 228. | DOI | MR

[18] A. Zygmund: Trigonometric series. Cambridge 1959. | Zbl

Cité par Sources :