Birth, death and conditioning of Markov chains
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Publication:1240477
DOI10.1214/aop/1176995803zbMath0363.60052MaRDI QIDQ1240477
Martin Jacobsen, Jim W. Pitman
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995803
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60G40: Stopping times; optimal stopping problems; gambling theory
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