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- W4295344963 abstract "In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niewk{e}g{l}owski (2014a) in an effort to enrich the theory of CMCs that was originated in Bielecki and Rutkowski (2004). We provide an alternative definition of a CMC and an alternative construction of a CMC via a change of probability measure. It turns out that our construction produces CMCs that are also doubly stochastic Markov chains (DSMCs), which allows for study of several properties of CMCs using tools available for DSMCs." @default.
- W4295344963 created "2022-09-13" @default.
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- W4295344963 date "2015-01-22" @default.
- W4295344963 modified "2023-10-18" @default.
- W4295344963 title "Conditional Markov Chains Revisited Part I: Construction and properties" @default.
- W4295344963 doi "https://doi.org/10.48550/arxiv.1501.05531" @default.
- W4295344963 hasPublicationYear "2015" @default.
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