A first-order stationary Markov class A transition density

DOI10.1016/S0016-0032(96)00102-0MaRDI QIDQ1358686zbMATH OpenFDO

Authors Evangelos Kokkinos, Andreas M. Maras

Publication date 20 September 1998

Published in Journal of the Franklin Institute (Search for Journal in Brave)

zbMATH Keywords

polynomial approximationcorrelation coefficientChapman-Kolmogorov equationMarkov transition densitysignal detection problems

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Recommendations

• Locally optimum Bayes detection in nonadditive first-order Markov noise
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• Constructing First Order Stationary Autoregressive Models via Latent Processes
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Cites work

• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• Locally optimum Bayes detection in ergodic Markov noise
• Markovian non-Gaussian approximation for light propagation in a random medium
• On transformation noise: Properties and modeling
• Threshold detection in correlated non-Gaussian noise fields

Cited in

(1)

• A marginal contribution coefficient for sequences of nonstationary continuous Markov chains

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