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Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level - MaRDI portal

Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level (Q5475381)

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scientific article; zbMATH DE number 5033678
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Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level
scientific article; zbMATH DE number 5033678

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    Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level (English)
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    19 June 2006
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    Markov chain
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    conditional law
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    weak convergence
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