A note on independence copula for conditional Markov chains

DOI10.1007/978-1-4939-6969-2_10MaRDI QIDQ4604871zbMATH OpenOpenAlexFDO

Authors Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski

Publication date 6 March 2018

Published in Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-6969-2_10

zbMATH Keywords

filtrationconditional lawconditional Markov chains

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 635657 (Why is no real title available?)
• A class of \(\mathbb F\)-doubly stochastic Markov chains
• Conditional Markov chains -- construction and properties
• Continuous-time Markov chains in a random environment, with applications to ion channel modelling
• Intensity-based premium evaluation for unemployment insurance products
• Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae
• Lumpability and marginalisability for continuous-time Markov chains
• Statistical analysis of multiple ion channel data
• The Markov consistency of Archimedean survival processes

Cited in

(7)

• The conditional independences between variables derived from two independent identically distributed Markov random fields when pairwise order is ignored
• scientific article; zbMATH DE number 1331107 (Why is no real title available?)
• A note on marginal and conditional independence
• Conditional Markov chains -- construction and properties
• Dependence and mixing for perturbations of copula-based Markov chains
• Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae
• Conditional Markov chains: properties, construction and structured dependence

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