Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments (Q5947987)
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scientific article; zbMATH DE number 1667135
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| English | Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments |
scientific article; zbMATH DE number 1667135 |
Statements
Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments (English)
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7 January 2002
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Pitman's representation
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three-dimensional Bessel process
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telegrapher's equation
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queue
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Burke's theorem
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quasireversibility
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0.775992751121521
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0.7412296533584595
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0.7385290265083313
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