Analytic properties of three-point transition functions for wide-past Markov chains with two parameters are investigated. The concept "Standardness" is introduced. For standard three-point transition functio...Analytic properties of three-point transition functions for wide-past Markov chains with two parameters are investigated. The concept "Standardness" is introduced. For standard three-point transition functions, four systems of leftward, rightward, downward and upward partial differential equations are derived.展开更多
基金Project sopported by the National Natural Science Foundation of China
文摘Analytic properties of three-point transition functions for wide-past Markov chains with two parameters are investigated. The concept "Standardness" is introduced. For standard three-point transition functions, four systems of leftward, rightward, downward and upward partial differential equations are derived.
