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Markoff chains with an enumerable number of states and a class of cascade processes

Published online by Cambridge University Press:  24 October 2008

F. G. Foster
F. G. Foster
Affiliation:
The Queen's UniversityBelfast
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Abstract

In § 1 a Markoff chain is defined, and a theorem of Kolmogoroff relating to its asymptotic behaviour is stated. Its stable distributions are examined in § 2 and some further results are obtained. These are then applied in §§ 3, 4 to a certain generalization of the cascade process, regarded as a Markoff chain with a special kind of matrix.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 47 , Issue 1 , January 1951 , pp. 77 - 85
Copyright
Copyright © Cambridge Philosophical Society 1951

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References

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