On joint exchangeability and conservative processes with stochastic rates

In a previous article Saunders (1975) investigated the form of transition probabilities for a generalization of conservative processes in which the usual transition rate parameters are replaced by time-dependent stochastic variables. The results of that investigation are given in terms of properties...

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Bibliographic Details
Published in:Journal of applied probability 1976-09, Vol.13 (3), p.584-590
Main Author: Saunders, Roy
Format: Article
Language:English
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Summary:In a previous article Saunders (1975) investigated the form of transition probabilities for a generalization of conservative processes in which the usual transition rate parameters are replaced by time-dependent stochastic variables. The results of that investigation are given in terms of properties of exchangeable random variables and require that the process be in a particular initial state at time zero. This article removes the restriction on the initial state by using some properties of two sequences of jointly exchangeable variables. General results analogous to those obtained previously are shown to hold for general initial states.
ISSN:0021-9002
1475-6072
DOI:10.1017/S0021900200104140