Long-Range Dependence of Markov Processes
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Description
Long-range dependence in discrete and continuous time Markov chains over a countable state space is defined via embedded renewal processes brought about by visits to a fixed state. In the discrete time chain, solidarity properties are obtained and long-range dependence of functionals are examined. On the other hand, the study of LRD of continuous time chains is defined via the number of visits in a given time interval. Long-range dependence of Markov chains over a non-countable state space is...[Show more]
Collections | Open Access Theses |
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Date published: | 2006 |
Type: | Thesis (PhD) |
URI: | http://hdl.handle.net/1885/46236 |
DOI: | 10.25911/5d7a2a6180c30 |
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01front.pdf | 148.88 kB | Adobe PDF | ||
02whole.pdf | 3.94 MB | Adobe PDF |
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