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Determining the time scale of a Markov chain. (English) Zbl 0126.33703


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[1] Kai Lai Chung, Markov chains with stationary transition probabilities, Die Grundlehren der mathematischen Wissenschaften, Bd. 104, Springer-Verlag, Berlin-Göttingen-Heidelberg, 1960. · Zbl 0092.34304
[2] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. · Zbl 0053.26802
[3] Paul Lévy, Processus markoviens et stationnaires. Cas dénombrable, Ann. Inst. H. Poincaré 16 (1958), 7 – 25 (French). · Zbl 0103.36402
[4] Edward Nelson, Regular probability measures on function space, Ann. of Math. (2) 69 (1959), 630 – 643. · Zbl 0087.13102
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