Asymptotic separation for independent trajectories of Markov processes (Q5928420)
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scientific article; zbMATH DE number 1582627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic separation for independent trajectories of Markov processes |
scientific article; zbMATH DE number 1582627 |
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Asymptotic separation for independent trajectories of Markov processes (English)
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23 November 2001
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The authors introduce the notion of asymptotically separated independent trajectories of a stochastic process on a metric space (a mathematical formalization of the intuitive property) and prove some sufficient conditions for it in terms of the Green functions and transition functions for a wide class of Markov processes. The case of diffusion process (generated by Laplace-Beltrami operator or so) on a Riemannian manifold is under particular consideration.
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Markov process
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Riemannian manifold
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asymptotic separation
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independent trajectories
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stochastic process
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diffusion process
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