On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain
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Publication:809479
zbMATH Open0733.60090MaRDI QIDQ809479FDOQ809479
Authors: V. I. Lotov 
Publication date: 1991
Published in: Siberian Advances in Mathematics (Search for Journal in Brave)
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Limit theorems in probability theory (60F99)
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- A combinatorial approach to the two-sided exit problem for left-continuous random walks
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- Two-boundary problems for semi-Markov walk with a linear drift
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- Limit theorems in a boundary crossing problem for random walks
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- Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks
- Multivariate Lagrange inversion and the maximum of a persistent random walk
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- Conditioned local limit theorems for random walks defined on finite Markov chains
- Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk
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