scientific article; zbMATH DE number 3549898

MaRDI QIDQ4124045zbMATH OpenFDO

Authors Jim Pitman

Publication date 1976

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(7)

• Recurrence relations for generalized hitting times for semi-Markov processes
• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• Exponential concentration inequalities for additive functionals of Markov chains
• Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
• scientific article; zbMATH DE number 6318801 (Why is no real title available?)
• On duality and the Spitzer-Pollaczek factorization for random walks

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