Long-range dependence of positive Harris chains
College
College of Science
Department/Unit
Mathematics and Statistics Department
Document Type
Article
Source Title
Journal of the Mathematical Society of the Philippines
Volume
30
Issue
2-3
First Page
1
Last Page
8
Publication Date
2007
Abstract
We apply the results on long-range dependence of renewal processes to positive Harris chains. An embedded renewal process is present in positive Harris chains when a proper atom exists. In the absence of proper atoms, an embedded renewal process is made available by using a small set to introduce a split chain or random renewal times.
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Recommended Citation
Carpio, K. E. (2007). Long-range dependence of positive Harris chains. Journal of the Mathematical Society of the Philippines, 30 (2-3), 1-8. Retrieved from https://animorepository.dlsu.edu.ph/faculty_research/13441
Disciplines
Mathematics
Keywords
Markov processes
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