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Bivariate step processes and random evolutions
Authors:Kyle Siegrist
Affiliation:University of Alabama, Huntsville, USA
Abstract:
A random evolution process constructed from regular step processes with a common state space and indexed on an evolution rule space is shown to be a regular step process on the product space. Conversely, it is shown that under mild conditions, any regular step process on a product space is equivalent to a random evolution process. Conditions are given on the cardinality of the spaces and on the parameters of the process that are sufficient for the process to have various recurrence and ergodicity properties. Applications to birth-death processes are given.
Keywords:60J75  Bivariate step process  random evolution  recurrence  transience  ergodicity
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