ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Volume 10 Issue 1       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal
iOpen

On the asymptotic behaviour of spectral representations for Markov processes 

Author: Sofia Kalpazidou a
Affiliation:   a Department of Mathematics, Aristotle University, Thessaloniki, Greece
DOI: 10.1080/07362999208809254
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 10, Issue 1 1992 , pages 1 - 16
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

Convergence is studied of a sequence (nξ) of irreducible positive-recurrent Markov chains to a Markov chain ξ in term of Fourier representation. If (ζc) is the representative class of ξ by directed circuits c with the weights having a probabilistic interpretation in term of Sample paths,then the sum of all ωc for which the pair of states (i, j) is an arc of c is approximated by an almost surely convergent sequence of Fourier representations. When the weights have not a probabilistic interpretation then they can be explicitely given by an algorithm in term of the integral representation
view references (9)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc