Exotic properties of non-homogeneous Markov and semi-Markov systems

DOI10.1080/03610926.2012.698782MaRDI QIDQ2862301zbMATH OpenOpenAlexFDO

Authors P.-C. G. Vassiliou

Publication date 14 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.698782

zbMATH Keywords

martingalesHilbert spacesprobability spaceMarkov systemsemi-Markov system

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic measure theory (60A10)

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Cited in

(4)

• Weak ergodicity in G-NHMS
• Semimartingale representation of a class of semi-Markov dynamics
• Non-Homogeneous Markov Chains and Systems
• The evolution of the theory of non-homogeneous Markov systems

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