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Abstract

To begin with, we assume that the M. C. {x t , tT} is Borel measurable. Using the notation of § 8, we may define a family of random variables {ξ t , tT} on the triple (Δ, Δℱ, P(·|Δ)) as follows:
$${{\xi }_{t}}\left( \omega \right)=\xi \left( t,\omega \right)=x\left( \alpha \left( \omega \right)+t,\omega \right)$$
(1)
.

Keywords

Markov Process Transition Matrix Conditional Independence Continuous Parameter Lebesgue Measure Zero 
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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