Sankhya: The Indian Journal of Statistics
1982, Volume 44, Series A, Pt. 3, pp. 372--379
MARKOVIAN FUNCTIONS OF A MARKOV CHAIN
By
F. P. KELLY, University of Cambridge
SUMMARY. A sufficient condition for a function of a Markov chain to be Markovian is presented. Under an additional restriction, phased in terms of the bounded completeness of a sufficient statistic, the condition is also necessary.
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