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Markovian Functions of a Markov Chain
F. P. Kelly
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002)
Vol. 44, No. 3 (Oct., 1982), pp. 372-379
Published by: Indian Statistical Institute
Stable URL: http://www.jstor.org/stable/25050326
Page Count: 8
You can always find the topics here!Topics: Markov chains, Markov processes, Mathematical functions, Statistical theories, Random variables, Statistics, Sufficient conditions
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A sufficient condition for a function of a Markov chain to be Markovian is presented. Under an additional restriction, phrased in terms of the bounded completeness of a sufficient statistic, the condition is also necessary.
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002) © 1982 Indian Statistical Institute