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Heredity of stationary and reversible stochastic processes

Published online by Cambridge University Press:  01 July 2016

Richard F. Serfozo
Richard F. Serfozo*
Affiliation:
Georgia Institute of Technology
*
∗Postal address: School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332–0205, USA.
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Abstract

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When a stochastic process (a random measure, set, field, etc. on a group) is stationary, ergodic, or reversible, then certain functions of this process inherit these properties. We present sufficient conditions for this inheritance.

Information

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 18 , Issue 2 , June 1986 , pp. 574 - 576
Copyright
Copyright © Applied Probability Trust 1986 

Footnotes

This research was supported in part by grant AFOSR–84–0367.

References

Breiman, L. (1968) Probability. Addison-Wesley, Reading, Mass.Google Scholar
Kelly, F. P. (1979) Reversibility and Stochastic Networks. Wiley, New York.Google Scholar