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

DOI10.1090/S0094-9000-2014-00922-9zbMATH Open1329.60256OpenAlexW2025300998MaRDI QIDQ2923403FDOQ2923403

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

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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)

Cites Work

• Markov chains and stochastic stability
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Cited In (2)

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

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