The Relations of Markov Processes, Martingales and Stationary Processes
Dihe Hu · Wuhan University Journal · 2005
The concept of average Markov process is introduced. Average Markov process may be neither Markov process nor martingale, but both Markov process and martingale are average Markov process. Moreover we investigate the relations for Markov processes, martingales and stationary processes systematically.