Intersection of random sequences

DOI10.1007/BF01159711MaRDI QIDQ579774zbMATH OpenOpenAlexFDO

Authors G. P. Klimov, V. F. Matveev

Publication date 1986

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01159711

zbMATH Keywords

coupling of regenerative processesIntersection of two random sequences

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Review text

Intersection of two random sequences is defined as a couple of identically distributed elements each belonging to a different sequence. A concept of a random sequence \(u_ n\) controlled by a random sequence \(v_ n\) is also introduced. Properties of different equivalent control sequences are investigated in terms of properties of their intersections. In particular, \textit{H. Thorisson}'s result [Adv. Appl. Probab. 15, 531- 561 (1983; Zbl 0512.60080)] concerning coupling of regenerative processes is generalized and interpreted by means of the intersection concept.

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