language: en

Eaton's Markov Chain, its Conjugate Partner and P-admissibility

James P. Hobert
Department of Statistics University of Florida
Gainesville, FL 32611
jhobert@stat.ufl.edu
C. P. Robert
Laboratoire de Statistique CREST, INSEE
75675 Paris cedex 14, France
robert@ensae.fr August 1997

[The first author acknowledges partial support from the Center for Research in Economics and Statistics (CREST) at the French National Institute of Statistics and Economic Studies (INSEE), Paris, France.]

AMS 1991 subject classifications. Primary 62C15; secondary 60J05 Key words and phrases. Bilinear model, Branching process with immigration, Exponential family, Improper prior, Null recurrence, Random walk, Stochastic difference equation, Transience Abbreviated title. Markov Chains and P-admissibility