Hostname: page-component-78c5997874-xbtfd Total loading time: 0 Render date: 2024-11-09T15:21:49.743Z Has data issue: false hasContentIssue false
  • English
  • Français

On a Class of Markov Chains

Published online by Cambridge University Press:  09 April 2009

A. G. Pakes
A. G. Pakes
Affiliation:
Department of Mathematics Monash University, Melbourne
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Until recently, very little work has been done on the second order properties of Markov chains. Craven [1] has studied the joint distributions of Markov chains having a Borel subset of n-dimensional Euclidean space as state space. His idea was to consider the process as a time series.

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 12 , Issue 1 , February 1971 , pp. 91 - 97
Copyright
Copyright © Australian Mathematical Society 1971

References

[1]Craven, B. D., ‘Serial dependence of a Markov process’, J. Aust. Math. Soc., 5 (1965), 299–314.CrossRefGoogle Scholar
[2]Daley, D. J., ‘Stochastically monotone Markov chains’, Z. Wahr. 10 (1968), 305–317.CrossRefGoogle Scholar
[3]Daley, D. J., ‘The serial correlation coefficients of waiting times in a stationary single server queue.’, J. Aust. Math. Soc. 8 (1968), 683–699.CrossRefGoogle Scholar
[4]Foster, F. G., ‘On the stochastic matrices associated with certain queueing processes’, Ann. Math. Stat. 24 (1953), 355–360.CrossRefGoogle Scholar