The past and future of a Markov process given the present at time t as t goes to infinity

MaRDI QIDQ2829316zbMATH OpenFDO

Authors K. B. Athreya

Publication date 27 October 2016

zbMATH Keywords

Brownian motionMarkov chainsrecurrence

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Brownian motion (60J65) Limit theorems in probability theory (60F99)

Recommendations

• Analytical problems of the asymptotic behavior of Markov functionals. II
• scientific article; zbMATH DE number 5592534
• Weak convergence of the past and future of Brownian motion given the present
• scientific article; zbMATH DE number 850332
• scientific article; zbMATH DE number 168146

Cited in

(1)

• scientific article; zbMATH DE number 3967604 (Why is no real title available?)

This page was built for publication: The past and future of a Markov process given the present at time \(t\) as \(t\) goes to infinity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2829316)