Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case)
type: Item
instance of: scholarly article
title: Jonction maximale en distribution dans le cas markovien. (Maximal distributional junction in the Markovian case)
zbMATH Open document ID: 0701.60040
DOI: 10.1007/BF01198316
author: Victor Harison
author: S. N. Smirnov
publication date: 1990-01-01T00:00:00Z
review text: A representation of reversed submartingales is used to establish that the epoch of a maximal distributional junction can be chosen as a randomized stopping time for the Markov chains (inhomogeneous) with different initial distributions and the same transition probabilities. Also, we give an example to show that the maximal distributional junction is not unique even if additional conditions are imposed.
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 4149272
zbMATH Keywords: coupling
zbMATH Keywords: representation of reversed submartingales
zbMATH Keywords: randomized stopping time
zbMATH Keywords: maximal distributional junction
reviewed by: Ching-Sung Chou
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4149272