A note on random time changes of Markov chains

DOI10.1080/03461238.1984.10413760MaRDI QIDQ3333826zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

extreme value theoryrandom time changes of Markov chains

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(13)

• Countably many simultaneous random changes of time scales
• Inhomogeneous time change equations for Markov chains and their applications
• Time changes that result in multiple points in continuous-time Markov counting processes
• On the Markov property of the occupation time for continuous-time inhomogeneous Markov chains
• scientific article; zbMATH DE number 2185819 (Why is no real title available?)
• scientific article; zbMATH DE number 4084692 (Why is no real title available?)
• scientific article; zbMATH DE number 4216884 (Why is no real title available?)
• Conditional Markov chains -- construction and properties
• Markov chains with binomial time change
• Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
• A note on a random time change for queuing processes
• scientific article; zbMATH DE number 4078435 (Why is no real title available?)
• scientific article; zbMATH DE number 1559446 (Why is no real title available?)

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