RIGHT-SHIFT PROCESSES

  1. Norman C. Severo
  1. STATE UNIVERSITY OF NEW YORK AT BUFFALO

Abstract

We present a class of Markov processes with multidimensional finite state space on which the infinitesimal transition movement is a shifting of one unit from one coordinate to some other to its right. We show how to represent the Kolmogorov forward equations as a triangular system.

« Previous | Next Article »Table of Contents