Bivariate step processes and random evolutions

DOI10.1016/0047-259X(84)90005-8zbMath0531.60078OpenAlexW2089775003MaRDI QIDQ788399

Kyle T. Siegrist

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90005-8

zbMATH Keywords

recurrencetransienceergodicity propertiesrandom evolution processregular step processes

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• A class of bivariate Poisson processes
• Branching Markov processes. II
• Birth and death processes with random environments in continuous time
• Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes
• Random Evolution Processes with Feedback
• Necessary and sufficient conditions for recurrence and transience of Markov chains, in terms of inequalities

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