On irreducible denumerable Markov chains defined by directed weighted circuits: analysis of a generalized sample path case (Q2888985)

A study on the existence of irreducible denumerable Markov chains generated by directed weighted circuits for a generalized sample path case is developed using the cycle representation theory of Markov processes.NEWLINENEWLINE After an Introduction (Section 1), in Section 2 entitled ``Preliminaries'' some concepts of cycle representation theory of Markov processes with a special reference to the Chapman-Kolmogorov-type equations are discussed. Section 3 is entitled ``Auxiliary results''. Here, some results in order to make the presentation of the paper more comprehensible are discussed. In particular, a set function is introduced via directed weighted circuits which satisfies a special consistency condition. This function leads to the study of the existence of an irreducible denumerable Markov chain through directed weighted circuits for a generalized sample path case according to a known theorem of Kolmogorov regarding the existence of a probability measure in a given probability space.NEWLINENEWLINE The last section is devoted to the existence of irreducible denumerable Markov chains defined by directed weighted circuits for a generalized sample path case. The main result is given in Theorem 4.1.NEWLINENEWLINE It is a good and instructive study.