Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain

DOI10.1090/tpms/1007zbMath1371.60065OpenAlexW2746725372MaRDI QIDQ5351661

M. S. Gerych

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

zbMATH Keywords

Markov chainsalmost semi-continuous processdistributions of overshootsovershoot functionals

Mathematics Subject Classification ID

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)

Related Items (1)

On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain

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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