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On joint exchangeability and conservative processes with stochastic rates

Published online by Cambridge University Press:  14 July 2016

Roy Saunders
Roy Saunders*
Affiliation:
Northern Illinois University
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Abstract

In a previous article Saunders (1975) investigated the form of transition probabilities for a generalization of conservative processes in which the usual transition rate parameters are replaced by time-dependent stochastic variables. The results of that investigation are given in terms of properties of exchangeable random variables and require that the process be in a particular initial state at time zero. This article removes the restriction on the initial state by using some properties of two sequences of jointly exchangeable variables. General results analogous to those obtained previously are shown to hold for general initial states.

Keywords

CONSERVATIVE PROCESSSTOCHASTIC RATESCOMPARTMENT MODELSJOINTLY EXCHANGEABLE RANDOM VARIABLESPROCESSES UNDER THE INFLUENCE OF ANOTHER PROCESSMULTIDIMENSIONAL CONSERVATIVE PROCESSES

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 13 , Issue 3 , September 1976, pp. 584 - 590
Copyright
Copyright © Applied Probability Trust 1976 

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