Random Markov processes and uniform martingales (Q923488)
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scientific article; zbMATH DE number 4169769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random Markov processes and uniform martingales |
scientific article; zbMATH DE number 4169769 |
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Random Markov processes and uniform martingales (English)
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1990
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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.
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complete random Markov processes
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uniform martingales
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ergodic theory
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