Fluctuation theory for Markov random walks (Q1800502): Difference between revisions

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Latest revision as of 09:36, 16 December 2024

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Fluctuation theory for Markov random walks
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    Fluctuation theory for Markov random walks (English)
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    24 October 2018
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    Markov random walk
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    fluctuation theory
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    discrete Markov chain
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    fluctuation-type trichotomy
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    Kesten trichotomy
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    null-homology
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    positive divergence
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    ladder epoch
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    Spitzer-Erickson theorem
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    Kesten-Maller theorem
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    first exit time
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    last exit time
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    renewal theory
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