Integral representations of transition probabilities and serial covariances of certain markov chains
- 1 April 1969
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 6 (03), 648-659
- https://doi.org/10.1017/s0021900200026681
Abstract
This note is concerned with integral representations of some transition probabilities of countable state space Markov chains embedded in birth and death processes, of the serial covariances of functions defined on such chains when stationary, and finally the properties of the spectral measure of stationary processes with monotonically decreasing or completely monotonic serial covariances.This publication has 11 references indexed in Scilit:
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