A note on random time changes of Markov chains

DOI10.1080/03461238.1984.10413760zbMath0544.60064OpenAlexW2085771823MaRDI QIDQ3333826

Dietmar Pfeifer

Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413760

zbMATH Keywords

extreme value theoryrandom time changes of Markov chains

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Time changes of Markov chains
• Unnamed Item

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