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February, 1968 Some Properties of an Algebraic Representation of Stochastic Processes
Paul W. Holland
Ann. Math. Statist. 39(1): 164-170 (February, 1968). DOI: 10.1214/aoms/1177698514


Heller's (1965) concept of a stochastic module is examined with the purpose of seeing what are the algebraic implications of various probabilistic properties of discrete time, finite state processes. $k$th order Markovity, recurrence, stationarity, and ergodicity are given characterizations in terms of the stochastic module.


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Paul W. Holland. "Some Properties of an Algebraic Representation of Stochastic Processes." Ann. Math. Statist. 39 (1) 164 - 170, February, 1968.


Published: February, 1968
First available in Project Euclid: 27 April 2007

zbMATH: 0162.49002
MathSciNet: MR221574
Digital Object Identifier: 10.1214/aoms/1177698514

Rights: Copyright © 1968 Institute of Mathematical Statistics

Vol.39 • No. 1 • February, 1968
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