Skip navigation
Skip navigation

Long-Range Dependence of Markov Processes

Carpio, Kristine Joy Espiritu


Long-range dependence in discrete and continuous time Markov chains over a countable state space is defined via embedded renewal processes brought about by visits to a fixed state. In the discrete time chain, solidarity properties are obtained and long-range dependence of functionals are examined. On the other hand, the study of LRD of continuous time chains is defined via the number of visits in a given time interval. Long-range dependence of Markov chains over a non-countable state space is...[Show more]

CollectionsOpen Access Theses
Date published: 2006
Type: Thesis (PhD)
DOI: 10.25911/5d7a2a6180c30


File Description SizeFormat Image
01front.pdf148.88 kBAdobe PDFThumbnail
02whole.pdf3.94 MBAdobe PDFThumbnail

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator