On the Markov Property of the Occupation Time for Continuous-Time Inhomogeneous Markov Chains
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| 024 | 7 | 0 | |a 10.1007/s10958-015-2298-4 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10958-015-2298-4 | ||
| 100 | 1 | |a Vorotov |D A. |u St. Petersburg State University, St. Petersburg, Russia |4 aut | |
| 245 | 1 | 0 | |a On the Markov Property of the Occupation Time for Continuous-Time Inhomogeneous Markov Chains |h [Elektronische Daten] |c [A. Vorotov] |
| 520 | 3 | |a It is known that the occupation time random field for a homogeneous Markov chain has the Markov property. We study the possibility of generalizing this result for inhomogeneous chains. Consider a process that is a homogeneous Markov chain with transition probability density Q1 up to time T and with density Q2 after T, where Q1 ≠ Q2. It turns out that even in this simplest case, the occupation time does not have the Markov property. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 206/2(2015-04-01), 127-145 |x 1072-3374 |q 206:2<127 |1 2015 |2 206 |o 10958 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10958-015-2298-4 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-015-2298-4 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Vorotov |D A. |u St. Petersburg State University, St. Petersburg, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 206/2(2015-04-01), 127-145 |x 1072-3374 |q 206:2<127 |1 2015 |2 206 |o 10958 | ||