scholarly journals Extending the Wong-Zakai theorem to reversible Markov processes

2002 ◽  
Vol 4 (3) ◽  
pp. 237-269 ◽  
Author(s):  
R.F. Bass ◽  
B.M. Hambly ◽  
T.J. Lyons
Keyword(s):  
Markov Processes ◽  
Reversible Markov Processes

scholarly journals Limit Theorems for Reversible Markov Processes

1973 ◽  
Vol 1 (6) ◽  
pp. 1014-1025
Author(s):  
Michael L. Levitan ◽  
Lawrence H. Smolowitz
Keyword(s):  
Markov Processes ◽  
Limit Theorems ◽  
Reversible Markov Processes

An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes

1992 ◽  
Vol 29 (01) ◽  
pp. 234-238 ◽  
Author(s):  
R. P. Littlejohn
Keyword(s):  
Time Series ◽  
Markov Processes ◽  
Marginal Distribution ◽  
Ovulation Rate ◽  
Simple Operation ◽  
Reversible Markov Processes

A simple operation is described which inverts Bernoulli multiplication. It is used to define two classes of stationary reversible Markov processes with general marginal distribution. These are compared to the DAR(1) process of Jacobs and Lewis (1978). LJAR(1) is used to model ovulation rate time series.

Partition-Reversible Markov Processes

1999 ◽  
Vol 47 (1) ◽  
pp. 125-130 ◽  
Author(s):  
Christos Alexopoulos ◽  
Akram A. El-Tannir ◽  
Richard F. Serfozo
Keyword(s):  
Markov Processes ◽  
Reversible Markov Processes
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