On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain

MaRDI QIDQ809479zbMATH OpenFDO

Authors V. I. Lotov

Publication date 1991

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov chainasymptotic expansionsindecomposableinversion of generating functions

Mathematics Subject Classification ID

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)

Recommendations

• Publication:3031738
• scientific article; zbMATH DE number 4026487
• Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks
• Conditioned local limit theorems for random walks defined on finite Markov chains
• scientific article; zbMATH DE number 3856149

Cited in

(14)

• A combinatorial approach to the two-sided exit problem for left-continuous random walks
• Limit theorems in a boundary crossing problem for random walks
• Conditioned local limit theorems for random walks defined on finite Markov chains
• scientific article; zbMATH DE number 1191593 (Why is no real title available?)
• scientific article; zbMATH DE number 3944991 (Why is no real title available?)
• scientific article; zbMATH DE number 4028559 (Why is no real title available?)
• scientific article; zbMATH DE number 3854150 (Why is no real title available?)
• Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk
• Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks
• Two-boundary problems for semi-Markov walk with a linear drift
• Multivariate Lagrange inversion and the maximum of a persistent random walk
• scientific article; zbMATH DE number 4026487 (Why is no real title available?)
• scientific article; zbMATH DE number 4129770 (Why is no real title available?)
• scientific article; zbMATH DE number 3860074 (Why is no real title available?)

This page was built for publication: On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q809479)