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Integral representations of transition probabilities and serial covariances of certain markov chains

Published online by Cambridge University Press:  14 July 2016

D. J. Daley
D. J. Daley*
Affiliation:
Statistical Laboratory, University of Cambridge
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Abstract

This note is concerned with integral representations of some transition probabilities of countable state space Markov chains embedded in birth and death processes, of the serial covariances of functions defined on such chains when stationary, and finally the properties of the spectral measure of stationary processes with monotonically decreasing or completely monotonic serial covariances.

Type
Research Papers
Information
Journal of Applied Probability , Volume 6 , Issue 3 , December 1969 , pp. 648 - 659
Copyright
Copyright © Applied Probability Trust 

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