The ruin problem for finite Markov chains
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Publication:1176371
DOI10.1214/aop/1176990345zbMath0744.60083MaRDI QIDQ1176371
Publication date: 25 June 1992
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990345
60G50: Sums of independent random variables; random walks
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J27: Continuous-time Markov processes on discrete state spaces
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