Feller chains and random functions
Articles
Vytautas Kazakevičius
Vilnius University
Published 2015-12-15
https://doi.org/10.15388/LMR.A.2015.09
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Keywords

Markov chains
random functions
stochastic continuity

How to Cite

Kazakevičius V. (2015) “Feller chains and random functions”, Lietuvos matematikos rinkinys, 56(A), pp. 48–53. doi: 10.15388/LMR.A.2015.09.

Abstract

We prove that each Feller transition probability is the one-dimensional distribution of some stochastically continuous random function. We also introduce the notion of a regular random function and show, on one hand, that every random  function has a regular modification, and on the other hand, that the composition of independent regular stochastically continuous random functions is stochastically continuous as well.

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