Geodesic
An Application of Skew Product Maps to Markov Chains
Zbigniew S. Kowalski1
1 Institute of Mathematics and Informatics Wroc/law University of Technology Wybrze/ze St. Wyspiańskiego 27 50-370 Wroc/law, Poland
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 55 (2007) no. 1, pp. 35-41.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

By using the skew product definition of a Markov chain we obtain the following results:(a) Every $k$-step Markov chain is a quasi-Markovian process. (b) Every piecewise linear map with a Markovian partition defines a Markov chain for every absolutely continuous invariant measure.(c) Satisfying the Chapman–Kolmogorov equation is not sufficient for a process to be quasi-Markovian.
DOI : 10.4064/ba55-1-4
Keywords: using skew product definition markov chain obtain following results every k step markov chain quasi markovian process every piecewise linear map markovian partition defines markov chain every absolutely continuous invariant measure satisfying chapman kolmogorov equation sufficient process quasi markovian

Zbigniew S. Kowalski 1

1 Institute of Mathematics and Informatics Wroc/law University of Technology Wybrze/ze St. Wyspiańskiego 27 50-370 Wroc/law, Poland 
@article{10_4064_ba55_1_4,
     author = {Zbigniew S. Kowalski},
     title = {An {Application} of {Skew} {Product} {Maps} to {Markov} {Chains}},
     journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
     pages = {35--41},
     publisher = {mathdoc},
     volume = {55},
     number = {1},
     year = {2007},
     doi = {10.4064/ba55-1-4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/ba55-1-4/}
}
TY  - JOUR
AU  - Zbigniew S. Kowalski
TI  - An Application of Skew Product Maps to Markov Chains
JO  - Bulletin of the Polish Academy of Sciences. Mathematics
PY  - 2007
SP  - 35
EP  - 41
VL  - 55
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/ba55-1-4/
DO  - 10.4064/ba55-1-4
LA  - en
ID  - 10_4064_ba55_1_4
ER  - 
%0 Journal Article
%A Zbigniew S. Kowalski
%T An Application of Skew Product Maps to Markov Chains
%J Bulletin of the Polish Academy of Sciences. Mathematics
%D 2007
%P 35-41
%V 55
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/ba55-1-4/
%R 10.4064/ba55-1-4
%G en
%F 10_4064_ba55_1_4
Zbigniew S. Kowalski. An Application of Skew Product Maps to Markov Chains. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 55 (2007) no. 1, pp. 35-41. doi : 10.4064/ba55-1-4. http://geodesic.mathdoc.fr/articles/10.4064/ba55-1-4/

Cité par Sources :