A fluctuation theory for Markov chains (Q594477)

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scientific article; zbMATH DE number 3835070
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English
A fluctuation theory for Markov chains
scientific article; zbMATH DE number 3835070

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    A fluctuation theory for Markov chains (English)
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    1984
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    ladder processes
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    maximum and minimum functionals
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    maximal and minimal state
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    taboo probability
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    Wiener-Hopf factorization
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