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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Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
scientific article; zbMATH DE number 7367465

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    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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    math.PR
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