1978
DOI: 10.2307/1426942
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A rate-conservative principle for stationary piecewise Markov processes

Abstract: A stationary process yt, t ∈ R1 is considered which is Markov between points of changeover from a stationary point process, and at these points it changes over according to a distribution dependent only on the value of yt just before the change is analysed. An explicit form of a rate-conservative principle is stated, and its relationship with formulae relating the distribution of the process at an instant t and the distribution at a point of changeover is shown. The theory is applied to discrete state processe… Show more

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Cited by 7 publications
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