Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) (Q914243): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) |
scientific article |
Statements
Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case) (English)
0 references
1990
0 references
A representation of reversed submartingales is used to establish that the epoch of a maximal distributional junction can be chosen as a randomized stopping time for the Markov chains (inhomogeneous) with different initial distributions and the same transition probabilities. Also, we give an example to show that the maximal distributional junction is not unique even if additional conditions are imposed.
0 references
coupling
0 references
representation of reversed submartingales
0 references
randomized stopping time
0 references
maximal distributional junction
0 references
