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On multiple Markov chains |
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| Authors: | Ernst HenzeJean-Claude Mass Radu Theodorescu |
| Institution: | Technical University of Braunschweig, Institute of Applied Mathematics, Pockelsstrasse 14, 3300 Braunschweig, West Germany;Laval University, Department of Mathematics, Quebec, Canada G1K 7P4 |
| Abstract: | The aim of this paper is to examine multiple Markov dependence for the discrete as well as for the continuous parameter case. In both cases the Markov property with arbitrary parameter values is investigated and it is shown that it leads to the degeneration of the multiple Markov dependence to the simple one. |
| Keywords: | Multiple Markov chains |
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