Lecture Notes-Monograph Series, Vol. 30, Statistics, Probability and Game Theory: Papers in Honor of David Blackwell (1996), pp. 29-43 (15 pages) This paper deals with a discrete time Markov Decision ...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov ...
Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...
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