The Annals of Mathematical Statistics

Realization of Stochastic Systems

Michael Arbib

Full-text: Open access

Abstract

Heller has given necessary and sufficient conditions that a stochastic process be induced from a Markov chain. We consider a process induced by a Markov chain to be a probabilistic finite automaton with one input. With each state of a probabilistic finite automaton, we may associate a function $p(u \mid v)$, which tells us the probability that, if we apply the input sequence $v$ to the machine started in the state, we should observe output sequence $u$. We give a necessary and sufficient condition that a function $p(u \mid v)$ be realizable as much as input-output function. Finally, we show Heller's result is extended by our condition.

Article information

Source
Ann. Math. Statist., Volume 38, Number 3 (1967), 927-933.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177698889

Digital Object Identifier
doi:10.1214/aoms/1177698889

Mathematical Reviews number (MathSciNet)
MR225606

Zentralblatt MATH identifier
0147.36801

JSTOR
links.jstor.org

Citation

Arbib, Michael. Realization of Stochastic Systems. Ann. Math. Statist. 38 (1967), no. 3, 927--933. doi:10.1214/aoms/1177698889. https://projecteuclid.org/euclid.aoms/1177698889


Export citation