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On Levy's theorem concerning positiveness of transition probabilities of Markov processes: the circuit processes case

Part of: Markov processes Circuits, networks

Published online by Cambridge University Press:  14 July 2016

S. Kalpazidou
S. Kalpazidou*
Affiliation:
Aristotle University of Thessaloniki
*
∗ Postal address: Department of Mathematics, Aristotle University of Thessaloniki, 54006 Thessaloniki, Greece.
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Abstract

We prove Lévy's theorem concerning positiveness of transition probabilities of Markov processes when the state space is countable and an invariant probability distribution exists. Our approach relies on the representation of transition probabilities in terms of the directed circuits that occur along the sample paths.

Keywords

PROBABILISTIC CIRCUIT REPRESENTATION OF MARKOV PROCESSESDETERMINISTIC CIRCUIT REPRESENTATION OF MARKOV PROCESSES

MSC classification

Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60J27: Continuous-time Markov processes on discrete state spaces 94C15: Applications of graph theory
Type
Research Papers
Information
Journal of Applied Probability , Volume 30 , Issue 1 , March 1993 , pp. 28 - 39
Copyright
Copyright © Applied Probability Trust 1993 

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References

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