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On Cowan and Mecke's Markov chain

Part of: Markov processes Inference from stochastic processes

Published online by Cambridge University Press:  14 July 2016

Huaigao Liu
Huaigao Liu*
Affiliation:
Lanzhou Commercial College
*
∗ Postal address: Computing Centre of Lanzhou Commercial College, Lanzhou, Gansu 730020, China.
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Abstract

In the paper, we discuss the properties of Cowan and Mecke's Markov chain P in general form. We give some criteria for determining whether the chain P is transient, recurrent null or recurrent non-null, and for the chain P to have invariant measures.

Keywords

TRANSIENCERECURRENCE (NULL OR NON-NULL)STATIONARY DISTRIBUTIONINVARIANT MEASURE

MSC classification

Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Secondary: 62M30: Spatial processes
Type
Short Communications
Information
Journal of Applied Probability , Volume 31 , Issue 2 , June 1994 , pp. 554 - 560
Copyright
Copyright © Applied Probability Trust 1994 

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References

[1] Cowan, R. (1989) The division of space and the Poisson distribution. Adv. Appl. Prob. 21, 233–234.CrossRefGoogle Scholar
[2] Mecke, J. (1989) A note on Cowan's process of space division. Adv. Appl. Prob. 21, 235–236.CrossRefGoogle Scholar