Absorption Probabilities for Sums of Random Variables Defined on a Finite Markov Chain

This publication has 6 references indexed in Scilit:

• A Matrix Factorization Problem in the Theory of Random Variables Defined on a Finite Markov Chain
  Mathematical Proceedings of the Cambridge Philosophical Society, 1962
• A Convexity Property in the Theory of Random Variables Defined on a Finite Markov Chain
  The Annals of Mathematical Statistics, 1961
• The Passage Problem for a Stationary Markov Chain
  Physics Today, 1961
• A Generalization of Wald's Identity with Applications to Random Walks
  The Annals of Mathematical Statistics, 1961
• Generalizations of Wald's fundamental identity of sequential analysis to Markov chains
  Mathematical Proceedings of the Cambridge Philosophical Society, 1960
• On a generalization of the fundamental identity of Wald
  Mathematical Proceedings of the Cambridge Philosophical Society, 1957