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20092025
most citedConditional Markov Chains Part II: Consistency and Copulae

3 citations · 5 across the 5 of their papers we have counts for

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math.PR2011★ 2 cited

Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski

This article continues our study of Markovian consistency and Markov copulae. In particular, we characterize the weak Markovian consistency for finite Markov chains. We discuss som…