Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834)
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scientific article; zbMATH DE number 7367465
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| English | Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application |
scientific article; zbMATH DE number 7367465 |
Statements
2 July 2021
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Wiener-Hopf factorization
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inhomogeneous Markov chain
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fluctuation theory
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randomization method
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additive functional
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0.946246325969696
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0.7735013365745544
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0.7644689083099365
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