Random Markov processes and uniform martingales (Q923488)

The author introduces complete random Markov processes, which generalize n-step Markov chains and uniform martingales, which are the same as ``continuous g-functions'' defined in one of the cited references. The first result states that the class of uniform martingales coincides with the class of random Markov processes (the first coordinate of a complete random Markov process). Several properties related to ergodic theory are mentioned, conjectures are discussed and examples are given.