Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments (Q5947987)

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scientific article; zbMATH DE number 1667135
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Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments
scientific article; zbMATH DE number 1667135

    Statements

    Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments (English)
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    7 January 2002
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    Pitman's representation
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    three-dimensional Bessel process
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    telegrapher's equation
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    queue
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    Burke's theorem
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    quasireversibility
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