Autocorrelation Function Characterization of Continuous Time Markov Chains
Reviewed by Pithpith:VPO2PO5Dopen to challenge →
classification
math.PR
keywords
autocorrelationchainsctmcsfunctionmarkovtimecontinuousspace
read the original abstract
We study certain properties of the function space of autocorrelation functions of Unit Continuous Time Markov Chains (CTMCs). It is shown that under particular conditions, the $L^p$ norm of the autocorrelation function of arbitrary finite state space CTMCs is infinite. Several interesting inferences are made for point processes associated with CTMCs/ Discrete Time Markov Chains (DTMCs).
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.