Transition matrix: basic properties

  • Kai Lai Chung
Part of the Die Grundlehren der Mathematischen Wissenschaften book series (volume 104)


In Part II it will be convenient to begin with the analysis of a denumerable set of real valued functions, later (in § 4) to be identified as the transition probability functions of a continuous parameter Markov chain. Although the questions treated in the next three sections are of a purely analytic nature some of the methods used will be probabilistically inspired. Occasionally the results are given in a more general form then is required by later applications.


Transition Matrix Continuous Parameter Semi Group Stationary Transition Probability Analytic Nature 
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Copyright information

© Springer-Verlag OHG. Berlin · Göttingen · Heidelberg 1960

Authors and Affiliations

  • Kai Lai Chung
    • 1
  1. 1.Syracuse UniversityUSA

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