Tail areas for randomly stopped sums defined on a Markov chain (Q4273016)
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scientific article; zbMATH DE number 474441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail areas for randomly stopped sums defined on a Markov chain |
scientific article; zbMATH DE number 474441 |
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Tail areas for randomly stopped sums defined on a Markov chain (English)
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30 January 1994
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Esscher transform
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saddlepoint method
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Markov renewal process
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spectral representation
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saddlepoint approximation
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negative binomial distribution
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