Title |
Feller chains and random functions / |
Translation of Title |
Felerio grandinės ir atsitiktinės funkcijos. |
Authors |
Kazakevičius, Vytautas |
DOI |
10.15388/LMR.A.2015.09 |
Full Text |
|
Is Part of |
Lietuvos matematikos rinkinys. LMD darbai. Ser. A.. Vilnius : Matematikos ir informatikos institutas. 2015, T. 56, p. 48-53.. ISSN 0132-2818 |
Keywords [eng] |
Markov chains ; random functions ; stochastic continuity |
Abstract [eng] |
We prove that each Feller transition probability is the one-dimensional distribution of some stochastically continuous random function. We also introduce the notion of a regular random function and show, on one hand, that every random function has a regular modification, and on the other hand, that the composition of independent regular stochastically continuous random functions is stochastically continuous as well. |
Published |
Vilnius : Matematikos ir informatikos institutas |
Type |
Journal article |
Language |
English |
Publication date |
2015 |
CC license |
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