Ladder epochs and ladder chain of a Markov random walk with discrete driving chain (Q5215051)
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scientific article; zbMATH DE number 7163693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ladder epochs and ladder chain of a Markov random walk with discrete driving chain |
scientific article; zbMATH DE number 7163693 |
Statements
Ladder epochs and ladder chain of a Markov random walk with discrete driving chain (English)
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5 February 2020
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Markov-modulated sequence
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Markov random walk
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discrete Markov chain
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ladder variable
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ladder chain
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excursion chain
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stationary distribution
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coupling
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palm-duality
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Wiener-Hopf factorization
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