The multiple Markov chains in random environments

DOI10.3969/J.ISSN.1000-5641.2016.01.010MaRDI QIDQ2994418zbMATH OpenOpenAlexFDO

Authors Shilong Fei

Publication date 10 August 2016

Full work available at URL https://xblk.ecnu.edu.cn/EN/10.3969/j.issn.1000-5641.2016.01.010

zbMATH Keywords

random environmentsstock market predictionmultiple Markov chainspopulation prediction

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Processes in random environments (60K37)

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• Infinitely divisible random transition probabilities with application to dependent Markov chains
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• Minimal closed sets of Markov chains in random environments
• On the notion of multiple Markov S\(\alpha\)S processes
• The construction of multitype canonical Markov branching chains in random environments
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• Markov chains in random environment with applications in queuing theory and machine learning
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