Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834)
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scientific article; zbMATH DE number 7367465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application |
scientific article; zbMATH DE number 7367465 |
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2 July 2021
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Wiener-Hopf factorization
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inhomogeneous Markov chain
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fluctuation theory
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randomization method
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additive functional
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math.PR
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