DENG Yingchun. The Path Decomposition of Non-reversible Stationary Q Processes[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(3): 315-321.
Citation: DENG Yingchun. The Path Decomposition of Non-reversible Stationary Q Processes[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(3): 315-321.

The Path Decomposition of Non-reversible Stationary Q Processes

  • In this paper, by using the Radon-Nikodym derivation and the Girsanov transformation between Q processes1, we have decomposed the path space of a non-reversible stationary Q process into two parts such that one of which keeps the reversible stationary stream of the process and the other keeps the cyclic stationary stream of the process.
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