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Transition matrix: basic properties

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

Abstract

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.

Keywords

Transition Matrix Continuous Parameter Semi Group Stationary Transition Probability Analytic Nature 
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

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

Authors and Affiliations

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

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