First order autoregressive Markov processes

DOI10.1016/0304-4149(78)90038-8MaRDI QIDQ1246201zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1978

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(78)90038-8

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10) Inference from stochastic processes (62Mxx)

Cites work

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• A CHARACTERIZATION THEOREM FOR POSITIVE DEFINITE SEQUENCES ON THE KRAWTCHOUK POLYNOMIALS1
• FINITE BIVARIATE DISTRIBUTIONS AND SEMIGROUPS OF NON-NEGATIVE MATRICES
• On linearly regressive processes
• On the autocorrelation and spectral functions of queues
• Some theorems on the transient covariance of Markov chains
• The covariance structure of queues and related processes – a survey of recent work

Cited in

(2)

• Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
• Discrete dams with Markovian inputs

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