The Markov chain associated to a Pick function

DOI10.1007/s004400000087zbMath0972.60073MaRDI QIDQ1840519

Dhafer Malouche, Gérard Letac

Publication date: 13 November 2001

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

law of large numbersNevanlinna representationnecessary and sufficient condition for recurrenceNevanlinna integral representation

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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