| 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 |
|
