The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains (Q2923403)
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scientific article; zbMATH DE number 6356224
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| English | The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains |
scientific article; zbMATH DE number 6356224 |
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The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains (English)
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15 October 2014
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inhomogeneous discrete Markov chains
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rare Markov moments
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ruin probability
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coupling method
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0.91483486
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0.8984561
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0.89556324
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0.89048076
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0.89026535
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0.8867517
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