A note on random time changes of Markov chains

DOI10.1080/03461238.1984.10413760zbMATH Open0544.60064OpenAlexW2085771823MaRDI QIDQ3333826FDOQ3333826

Authors: 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

Recommendations

• Markov chains with binomial time change
• scientific article; zbMATH DE number 3998916
• scientific article; zbMATH DE number 1559446
• Random time changes for processes with random birth and death
• A note on discontinuous time changes of Markov processes

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

• Title not available (Why is that?)
• Time changes of Markov chains

Cited In (13)

• Title not available (Why is that?)
• A note on a random time change for queuing processes
• Conditional Markov chains -- construction and properties
• Time changes that result in multiple points in continuous-time Markov counting processes
• Title not available (Why is that?)
• Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inhomogeneous time change equations for Markov chains and their applications
• On the Markov property of the occupation time for continuous-time inhomogeneous Markov chains
• Markov chains with binomial time change
• Title not available (Why is that?)
• Countably many simultaneous random changes of time scales

This page was built for publication: A note on random time changes of Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3333826)