Abstract
In this chapter, we will introduce what is arguably the single most important result of Markov chain theory, namely the strong Markov property.
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Douc, R., Moulines, E., Priouret, P., Soulier, P. (2018). Stopping Times and the Strong Markov Property. In: Markov Chains. Springer Series in Operations Research and Financial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-97704-1_3
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DOI: https://doi.org/10.1007/978-3-319-97704-1_3
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-97703-4
Online ISBN: 978-3-319-97704-1
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