MA 3 H 2 Markov Processes and Percolation Theory ( Support Class 3 )
نویسنده
چکیده
A Markov chain is a discrete time Markov process, i.e. the future of the process is determined by the present and independent of the past. Definition 1.2. A Markov process is time-homogeneous if there exists a measurable map P from X into P (X ), the space of probability measures on X , such that P(Xn ∈ A|Xn−1 = a) = P (a;A) for every A ∈ B(X ), almost every a ∈ X , and every n > 0. We call P the transition probability (or kernel) of the Markov chain. With the transition kernel P , one can define the n-step transition probability Pn by P (xn ∈ A|x0 = a) = P(a;A) = ∫
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تاریخ انتشار 2015