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- W2007410162 abstract "In [2, 3] and [51 Chung has considered a technique for decomposing a stochastic transition function (with a conservative initial derivative matrix and a finite passable Martin exit boundary). The decomposition is given in terms of a minimal transition function, entrance and exit laws with respect to the minimal transition function, and certain other parameters. In this paper we consider a similar decomposition in the case of an arbitrary stochastic transition function. The boundary of our decomposition consists of a finite number of regular points of the compactified state space corresponding to the given stochastic transition function. The minimal transition function is replaced by the transition function of a process which is killed whenever it hits the boundary. Considerable simplification results from the use of local time and from Neveu's idea of coupled entrance and exit laws (see [9J and [10]). In the last section we give a construction theorem for stochastic transition functions which is suggested by our decomposition." @default.
- W2007410162 created "2016-06-24" @default.
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- W2007410162 date "1971-01-01" @default.
- W2007410162 modified "2023-10-16" @default.
- W2007410162 title "Decomposition and construction of Markov chains" @default.
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- W2007410162 doi "https://doi.org/10.1007/bf00534109" @default.
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