Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain
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Publication:5351661
DOI10.1090/tpms/1007zbMath1371.60065OpenAlexW2746725372MaRDI QIDQ5351661
Publication date: 30 August 2017
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1007
General second-order stochastic processes (60G12) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
- On the moment-generating functions of extrema and their complements for almost semicontinuous integer-valued Poisson processes on Markov chains
- Markov Processes with Homogeneous Second Component. I
- Two-limit problems for almost semicontinuous processes defined on a Markov chain
- Markov Processes with Homogeneous Second Component, II
- On a fundamental identity in the theory of semi-Markov processes
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