A fluctuation theory for Markov chains (Q594477)
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scientific article; zbMATH DE number 3835070
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| default for all languages | No label defined |
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| English | A fluctuation theory for Markov chains |
scientific article; zbMATH DE number 3835070 |
Statements
A fluctuation theory for Markov chains (English)
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1984
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ladder processes
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maximum and minimum functionals
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maximal and minimal state
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taboo probability
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Wiener-Hopf factorization
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