Right-shift processes.
نویسنده
چکیده
We present a class of Markov processes with multidimensional finite state space on which the infinitesimal transition movement is a shifting of one unit from one coordinate to some other to its right. We show how to represent the Kolmogorov forward equations as a triangular system.
منابع مشابه
SHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES
The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.
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ورودعنوان ژورنال:
- Proceedings of the National Academy of Sciences of the United States of America
دوره 64 4 شماره
صفحات -
تاریخ انتشار 1969