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Autocorrelation Function Characterization of Continuous Time Markov Chains by Murthy, G. Rama; Down, Douglas G. is a scholarly article available to read on EtoBox.

What is Autocorrelation Function Characterization of Continuous Time Markov Chains about?

We study certain properties of the function space of autocorrelation functions of Unit Continuous Time Markov Chains (CTMCs). It is shown that under particular conditions, the $L^p$ norm of the autocorrelation function of arbitrary finite state space CTMCs is infinite. Several interesting inferences are made for point processes associated with CTMCs/ Discrete Time Markov Chains (DTMCs).

Author

Murthy, G. Rama; Down, Douglas G.

Published

2019

Language

EN