The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains (Q2923403)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains
scientific article

    Statements

    The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains (English)
    0 references
    0 references
    15 October 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    inhomogeneous discrete Markov chains
    0 references
    rare Markov moments
    0 references
    ruin probability
    0 references
    coupling method
    0 references
    0 references
    0 references
    0 references
    0 references