A note on functions of Markov processes with an application to a sequence of χ2 statistics

1 December 1973

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 10 (4) , 895-900
https://doi.org/10.2307/3212394

Abstract

A sufficient condition for a function of a Markov process to be Markovian is obtained by considering a reverse process of the original Markov process. An application of this result provides a simple derivation of the joint distribution of a sequence of Pearson χ² statistics previously obtained by Zaharov, Sarmanov and Sevast'ianov (1969).

Keywords

FUNCTIONS
JOINT
MARKOVIAN
SEVAST'IANOV
REVERSE
NOTE
SARMANOV

This publication has 3 references indexed in Scilit:

Characterization of infinitely divisible multivariate gamma distributions
Journal of Multivariate Analysis, 1984
Functions of Markov processes
Probability Theory and Related Fields, 1966
A Markovian Function of a Markov Chain
The Annals of Mathematical Statistics, 1958