Random Markov processes for countable and uncountable alphabets (Q503232)

The set \(A\) such that \(\Omega=A^{\mathbb Z}\) is called the alphabet for \(\Omega\). Two problems are considered on the alphabets depending on their natures. First, a countable alphabet and uniform martingale are considered and it is shown that a uniform martingale defined on a countable alphabet with finite dominating measure is a random Markov process. Beside this, stationary processes defined on an uncountable alphabet are considered. It is shown that these processes are also random Markov processes under the stronger Berbee's ratio condition.