Fluctuation theory for Markov random walks (Q1800502)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fluctuation theory for Markov random walks |
scientific article |
Statements
Fluctuation theory for Markov random walks (English)
0 references
24 October 2018
0 references
Markov random walk
0 references
fluctuation theory
0 references
discrete Markov chain
0 references
fluctuation-type trichotomy
0 references
Kesten trichotomy
0 references
null-homology
0 references
positive divergence
0 references
ladder epoch
0 references
Spitzer-Erickson theorem
0 references
Kesten-Maller theorem
0 references
first exit time
0 references
last exit time
0 references
renewal theory
0 references
0 references
0 references