Transition matrix: basic properties
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.
KeywordsTransition Matrix Continuous Parameter Semi Group Stationary Transition Probability Analytic Nature
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