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Infinitely divisible random transition probabilities with application to dependent Markov chains
Published online by Cambridge University Press: 17 February 2009
Abstract
Random transition probability matrices with stationary independent factors define “white noise” environment processes for Markov chains. Two examples are considered in detail. Such environment processes can be used to construct several Markov chains which are dependent, have the same transition probabilities and are jointly a Markov chain. Transition rates for such processes are evaluated. These results have application to the study of animal movements.
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- Copyright © Australian Mathematical Society 1984