Feller chains and random functions | Zendy

Vytautas Kazakevičius | Zendy

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Feller chains and random functions

Author(s) -

Vytautas Kazakevičius

Publication year - 2015

Publication title -

lietuvos matematikos rinkinys

Language(s) - English

Resource type - Journals

eISSN - 2335-898X

pISSN - 0132-2818

DOI - 10.15388/lmr.a.2015.09

Subject(s) - mathematics , random function , random element , function (biology) , probability generating function , random variable , random compact set , continuous function (set theory) , statistical physics , discrete mathematics , moment generating function , statistics , physics , evolutionary biology , biology

We prove that each Feller transition probability is the one-dimensional distribution of some stochastically continuous random function. We also introduce the notion of a regular random function and show, on one hand, that every random function has a regular modification, and on the other hand, that the composition of independent regular stochastically continuous random functions is stochastically continuous as well.

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