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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献