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Regular Birth and Death Times for Markov Processes

  • A. O. Pittenger
Chapter
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Part of the Progress in Probability and Statistics book series (PRPR, volume 1)

Abstract

The concept underlying a homogeneous Markov process is that the evolution of the process from time t onwards depends only on the position at time t and not on the past before t. There are two aspects to this idea. First, there is the conditional independence of the t-past and t-future given the t-present, and second, there is the subsequent evolution of the process as a homogeneous Markov process obeying the same laws of transition. Both aspects are meant by the assertion that the process is Markov or has the Markov property.

Keywords

Markov Process Conditional Independence Random Time Markov Property Terminal Time 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Boston 1981

Authors and Affiliations

  • A. O. Pittenger
    • 1
  1. 1.Department of MathematicsUniversity of Maryland, Baltimore CountyCatonsvilleUSA

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