The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains

DOI10.1090/S0094-9000-2014-00922-9MaRDI QIDQ2923403zbMATH OpenOpenAlexFDO

Authors M. V. Kartashov

Publication date 15 October 2014

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-2014-00922-9

zbMATH Keywords

ruin probabilitycoupling methodinhomogeneous discrete Markov chainsrare Markov moments

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 4060407 (Why is no real title available?)
• scientific article; zbMATH DE number 1025906 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• Markov chains and stochastic stability

Cited in

(2)

• Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case
• The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model

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