Last exit times and the Q-matrices of markov chains

DOI10.1007/BF00536292MaRDI QIDQ5618802zbMATH OpenFDO

Authors Arthur O. Pittenger

Publication date 1971

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50)

Cites work

• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• scientific article; zbMATH DE number 3396891 (Why is no real title available?)
• A DIFFUSION EQUIVALENT TO A COUNTABLE MARKOV CHAIN
• A note on the Q-matrices of Markov Chains
• Compactification of the discrete state space of a Markov process
• Denumerable Markov Processes (III)
• On the boundary theory for Markov chains. II
• Remarks on a Markov chain example of Kolmogorov
• Resolvents, transition functions, and strongly Markovian processes

Cited in

(1)

• Addendum to ?it� excursion theory via resolvents?

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