A fluctuation theory for Markov chains
- 1 January 1984
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 16 (1) , 39-54
- https://doi.org/10.1016/0304-4149(84)90174-1
Abstract
No abstract availableKeywords
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- Wiener-Hopf-Faktorisierung für substochastische übergangsfunktionen in angeordneten RÄumenProbability Theory and Related Fields, 1969
- On the Distribution of the Maximum of a Semi-Markov ProcessThe Annals of Mathematical Statistics, 1968