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arXiv · 1908.09284

Autocorrelation Function Characterization of Continuous Time Markov Chains

G. Rama Murthy·Douglas G. Down
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Abstract

We study certain properties of the function space of autocorrelation functions of Unit Continuous Time Markov Chains (CTMCs). It is shown that under particular conditions, the $L^p$ norm of the autocorrelation function of arbitrary finite state space CTMCs is infinite. Several interesting inferences are made for point processes associated with CTMCs/ Discrete Time Markov Chains (DTMCs).

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G. Rama Murthy, Douglas G. Down. 2019-08-25. Autocorrelation Function Characterization of Continuous Time Markov Chains. https://arxiv.org/abs/1908.09284

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