Asymptotic behaviour of joint distribution of the overshoot and the first passage time of Markov chain for the level

MaRDI QIDQ3553207zbMATH OpenFDO

Authors Soltan A. Aliyev, Vugar A. Abdurakhmanov

Publication date 22 April 2010

zbMATH Keywords

Markov chainlimit theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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