Theorems for conditional expectations, with applications to Markov processes

DOI10.1007/BF02756724zbMath0295.28021OpenAlexW1998112714MaRDI QIDQ1213031

Richard Isaac

Publication date: 1974

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02756724

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Markov processes (60J99)

Related Items

The tail $\sigma$-fields of recurrent Markov processes

Cites Work

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• Some topics in the theory of recurrent Markov processes
• On the ratio-limit theorem for Markov processes recurrent in the sense of Harris
• Martingale Formulation of Ergodic Theorems
• Limit Theorems for Markov Transition Functions
• Successive Conditional Expectations of an Integrable Function
• On Regular Functions for Certain Markov Processes
• Some limit theorems for a general Markov process
• Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure
• A general ergodic theorem