History-dependent random processes

DOI10.1098/RSPA.2007.0291MaRDI QIDQ3508110zbMATH OpenOpenAlexFDO

Authors Peter Clifford, David R. Stirzaker

Publication date 27 June 2008

Published in Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.2007.0291

zbMATH Keywords

asymptotic analysishistory-dependent processesPoisson regulation

Mathematics Subject Classification ID

Special processes (60K99)

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Cites work

• Growing random sequences
• Growth and decay of random Fibonacci sequences
• Growth and structure of stochastic sequences
• Random geometric series

Cited in

(3)

• A history-dependent random sequence defined by Ulam
• Distribution tails of a history-dependent random linear recursion
• History-Dependent Random Discounting

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