Stopping Markov processes and first path on graphs

• Autores: Giacomo Aletti, Ely Merzbach
• Localización: Journal of the European Mathematical Society, ISSN 1435-9855, Vol. 8, Nº 1, 2006, págs. 49-75
• Idioma: inglés
• DOI: 10.4171/jems/38
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• Resumen

  • Given a strongly stationary Markov chain (discrete or continuous) and a finite set of stopping rules, we show a non combinatorial method to compute the law of stopping. Several applied examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a non combinatorial manner to compute the law of a first given path among a set of stopping paths. We prove the existence of a minimal Markov chain without oversized information.