Abstract

In the theory of non-Markovian stochastic processes we do not have similar general theorems as in the theory of Markov processes. Of the non-Markovian processes we know most about stationary processes, recurrent (or regenerative or imbedded Markovian) processes and secondary processes generated by an underlying process. It is often possible to treat a stochastic process of non-Markovian type by reducing it to a Markov process.

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