Geodesic
Stopping Markov processes and first path on graphs
Journal of the European Mathematical Society, Tome 8 (2006) no. 1, pp. 49-75

Voir la notice de l'article provenant de la source EMS Press

Given a strongly stationary Markov chain (discrete or continuous) and a finite set of stopping rules, we show a non combinatorial method to compute the law of stopping. Several applied examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a non combinatorial manner to compute the law of a first given path among a set of stopping paths. We prove the existence of a minimal Markov chain without oversized information.
DOI : 10.4171/jems/38
Classification : 60-XX, 00-XX
Keywords: Markov chains, stopping rules, directed graph 
@article{JEMS_2006_8_1_a1,
     author = {Giacomo Aletti and Ely Merzbach},
     title = {Stopping {Markov} processes and first path on graphs},
     journal = {Journal of the European Mathematical Society},
     pages = {49--75},
     publisher = {mathdoc},
     volume = {8},
     number = {1},
     year = {2006},
     doi = {10.4171/jems/38},
     url = {http://geodesic.mathdoc.fr/articles/10.4171/jems/38/}
}
TY  - JOUR
AU  - Giacomo Aletti
AU  - Ely Merzbach
TI  - Stopping Markov processes and first path on graphs
JO  - Journal of the European Mathematical Society
PY  - 2006
SP  - 49
EP  - 75
VL  - 8
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4171/jems/38/
DO  - 10.4171/jems/38
ID  - JEMS_2006_8_1_a1
ER  - 
%0 Journal Article
%A Giacomo Aletti
%A Ely Merzbach
%T Stopping Markov processes and first path on graphs
%J Journal of the European Mathematical Society
%D 2006
%P 49-75
%V 8
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4171/jems/38/
%R 10.4171/jems/38
%F JEMS_2006_8_1_a1
Giacomo Aletti; Ely Merzbach. Stopping Markov processes and first path on graphs. Journal of the European Mathematical Society, Tome 8 (2006) no. 1, pp. 49-75. doi: 10.4171/jems/38

Cité par Sources :