scientific article; zbMATH DE number 5592534
From MaRDI portal
Publication:5325322
zbMATH Open1199.60317MaRDI QIDQ5325322FDOQ5325322
Authors: S. V. Degtyar 
Publication date: 8 August 2009
Full work available at URL: http://www.ams.org/tpms/2008-77-00/S0094-9000-09-00745-5/home.html
Title of this publication is not available (Why is that?)
Recommendations
- Analytical problems of the asymptotic behavior of Markov functionals. II
- scientific article; zbMATH DE number 796433
- scientific article; zbMATH DE number 4074133
- scientific article; zbMATH DE number 3850208
- scientific article; zbMATH DE number 2202600
- scientific article; zbMATH DE number 850332
- Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case
- Asymptotic behavior of the transition probability of a homogeneous Markov process with a finite number of states in a series model
- Entry Times into Asymptotically Receding Regions for Processes with Semi-Markov Switchings
- scientific article; zbMATH DE number 850365
Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15)
Cited In (12)
- Limit theorems of ergodic type for nonnegative additive functionals over Markov processes in the scheme of series
- Title not available (Why is that?)
- Distribution of a functional of continuous Markov processes
- On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators
- Asymptotic behavior of Markov evolutions until absorption
- Analytical problems of the asymptotic behavior of Markov functionals. II
- Ergodic type conditions for frequency characteristics of non-homogeneous Markov chains
- On the moments of ``artificial regeneration for limiting degenerated family of Markov functionals
- Title not available (Why is that?)
- The past and future of a Markov process given the present at time \(t\) as \(t\) goes to infinity
- Title not available (Why is that?)
- Title not available (Why is that?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5325322)
