Applied Probability

DOI10.1007/978-3-319-97412-5MaRDI QIDQ4583362zbMATH OpenOpenAlexFDO

Authors Valérie Girardin, N. Limnios

Publication date 28 August 2018

Full work available at URL https://doi.org/10.1007/978-3-319-97412-5

zbMATH Keywords

Markov and semi-Markov processesMarkov chainsmartingalespoint processesrandom sequencesrandom sumsstopping times

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Martingales with discrete parameter (60G42) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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