Funktionen homogener Markoffscher Ketten als homogene bzw. inhomogene Markoffsche Ketten |
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| Authors: | Prof Dr K Bosch |
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| Institution: | (1) Institut für Angewandte Mathematik und Statistik, der Universität Hohenheim, Postfach 106, D-7000 Stuttgart 70 |
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| Abstract: | Summary In this paper is considered a functionf of a finite-state, homogeneous Markov chain {X
n, n=1,2,...}. Sufficient and necessary conditions are derived that {X
n). n=1,2,...} is a homogeneous or inhomogeneous Markov chain. Furthermore the case is considered that {f (X
n), n=1,2,...} is Markovian whatever the initial dist |
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| Keywords: | |
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