Birth, death and conditioning of Markov chains

DOI10.1214/aop/1176995803zbMath0363.60052OpenAlexW2068124751MaRDI QIDQ1240477

Martin Jacobsen, Jim W. Pitman

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995803

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (9)

Markovian bridges: weak continuity and pathwise constructions ⋮ Time changes of Markov chains ⋮ Birth times, death times and time substitutions in Markov chains ⋮ On coupling of Markov chains ⋮ Independence times for iid sequences, random walks and Lévy processes ⋮ (Homogeneous) Markovian bridges ⋮ Markov properties of a Markov process ⋮ Killing times for Markov processes ⋮ Regular birth and death times

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