Frobenius-Perron operator description of Markov chains

• Autorzy: Kowalski Z. S.
• Języki publikacji: EN

Abstrakty

EN

We consider canonical shift space representation of discretetime Markov chain given by transition kernels. Markov shifts and eigenfunctions of skew products above them are characterized by terms of Frobenius-Perron operator. The results are applied to the exactness property of Markov chains. We introduce also the notion of quasi-Markov chain and apply it to Gauss endomorphisms.

Słowa kluczowe

EN

Markov chain; quasi-Markov chain; exactness; Frobenius-Perron operator; measure-preserving transformation; skew-product transformation; Gauss endomorphism

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2015
• Tom: Vol. 35, Fasc. 2
• Strony: 325--341
• Opis fizyczny: Bibliogr. 11 poz.

Twórcy

autor

Kowalski Z. S.

• Faculty of Pure and Applied Mathematics, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).