Asymptotic behaviour of joint distribution of the overshoot and the first passage time of Markov chain for the level (Q3553207)
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scientific article; zbMATH DE number 5697824
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| English | Asymptotic behaviour of joint distribution of the overshoot and the first passage time of Markov chain for the level |
scientific article; zbMATH DE number 5697824 |
Statements
22 April 2010
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Markov chain
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limit theorem
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0.8346477746963501
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0.819894552230835
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