Given a strongly stationary Markov chain ( discrete or continuous) and a finite set of stopping rules, we show a noncombinatorial method to compute the law of stopping. Several examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a noncombinatorial manner to compute the law of a first given path among a set of stopping paths. We prove the existence of a minimal Markov chain without oversized information.
Stopping Markov processes and first path on graphs / G. Aletti, E. Merzbach. - In: JOURNAL OF THE EUROPEAN MATHEMATICAL SOCIETY. - ISSN 1435-9855. - 8:1(2006), pp. 49-75.
Stopping Markov processes and first path on graphs
G. AlettiPrimo
;
2006
Abstract
Given a strongly stationary Markov chain ( discrete or continuous) and a finite set of stopping rules, we show a noncombinatorial method to compute the law of stopping. Several examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a noncombinatorial manner to compute the law of a first given path among a set of stopping paths. We prove the existence of a minimal Markov chain without oversized information.Pubblicazioni consigliate
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